+286.7%
SPYG vs CLBK
+65.5%
+221.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | -1.5% | -1.0% | -0.5% | -1.3% |
| 3M | +3.7% | +22.9% | -19.2% | -2.1% |
| 6M | +16.4% | +44.2% | -27.8% | +5.2% |
| YTD | +13.3% | +64.0% | -50.6% | -1.4% |
| 1Y | +17.9% | +65.7% | -47.8% | +1.8% |
| 3Y | +98.3% | +54.1% | +44.3% | +70.1% |
| 5Y | +86.4% | +44.7% | +41.7% | +54.7% |
| All | +286.7% | +65.5% | +221.2% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling