-9.4%
TCOM vs CLBK
+65.6%
-75.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -6.5% | -1.4% | -5.2% | -6.2% |
| 30D | -16.2% | +4.5% | -20.8% | -17.2% |
| 3M | -19.3% | +22.8% | -42.1% | -23.5% |
| 6M | -27.2% | +43.4% | -70.7% | -33.7% |
| YTD | -46.2% | +64.1% | -110.3% | -52.8% |
| 1Y | -46.6% | +67.6% | -114.2% | -53.7% |
| 3Y | +8.4% | +53.3% | -44.9% | -7.4% |
| 5Y | +25.8% | +44.8% | -19.0% | +2.6% |
| All | -9.4% | +65.6% | -75.0% | -31.1% |
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