-53.4%
TE vs CLBK
+51.5%
-104.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | +0.9% | -1.4% | +2.2% | +1.4% |
| 30D | -16.3% | +4.5% | -20.8% | -18.1% |
| 3M | -40.8% | +22.8% | -63.5% | -46.4% |
| 6M | -42.6% | +43.4% | -86.0% | -51.4% |
| YTD | -31.4% | +64.1% | -95.5% | -45.7% |
| 1Y | +144.9% | +67.6% | +77.4% | +90.6% |
| 3Y | -26.0% | +53.3% | -79.3% | -38.8% |
| 5Y | -48.5% | +44.8% | -93.3% | -57.4% |
| All | -53.4% | +51.5% | -104.9% | -61.3% |
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