-11.8%
TLT vs CLBK
+64.7%
-76.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -0.3% | -1.5% | +1.2% | -0.3% |
| 30D | 0.0% | +6.7% | -6.7% | +0.3% |
| 3M | -2.9% | +21.2% | -24.0% | -1.8% |
| 6M | -6.3% | +42.0% | -48.2% | -4.4% |
| YTD | -3.3% | +63.3% | -66.6% | -0.6% |
| 1Y | -4.2% | +65.4% | -69.6% | -1.3% |
| 3Y | -1.7% | +52.5% | -54.1% | +1.3% |
| 5Y | -34.9% | +42.0% | -76.9% | -32.0% |
| All | -11.8% | +64.7% | -76.6% | -4.1% |
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