-13.7%
TLT vs CLBK
+60.9%
-74.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | +1.0% | +3.4% | -2.4% | +1.2% |
| 3M | -2.7% | -4.3% | +1.6% | -2.9% |
| 6M | -4.1% | +28.4% | -32.5% | -2.8% |
| YTD | -5.4% | +59.4% | -64.8% | -2.8% |
| 1Y | -7.0% | +64.8% | -71.8% | -4.2% |
| 3Y | +2.8% | +50.6% | -47.8% | +5.9% |
| 5Y | -35.4% | +28.3% | -63.7% | -33.7% |
| All | -13.7% | +60.9% | -74.5% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling