+542.7%
TER vs CLBK
+60.9%
+481.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.1% |
| 7D | +14.4% | +0.9% | +13.5% | +14.0% |
| 30D | -30.6% | +3.4% | -34.0% | -31.7% |
| 3M | -39.2% | -4.3% | -34.9% | -38.0% |
| 6M | -31.3% | +28.4% | -59.6% | -38.8% |
| YTD | +29.1% | +59.4% | -30.3% | +3.8% |
| 1Y | +47.4% | +64.8% | -17.4% | +16.5% |
| 3Y | +191.2% | +50.6% | +140.6% | +132.1% |
| 5Y | +74.0% | +28.3% | +45.7% | +40.6% |
| All | +542.7% | +60.9% | +481.9% | +284.3% |
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