-11.3%
TLT vs CLBK
+67.9%
-79.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | -0.6% | +9.1% | -9.7% | -0.1% |
| 3M | -2.7% | +27.7% | -30.4% | -1.4% |
| 6M | -5.6% | +40.8% | -46.5% | -3.8% |
| YTD | -2.8% | +66.4% | -69.2% | +0.1% |
| 1Y | -1.4% | +72.4% | -73.8% | +1.8% |
| 3Y | -1.6% | +50.7% | -52.3% | +1.1% |
| 5Y | -33.8% | +42.9% | -76.8% | -31.0% |
| All | -11.3% | +67.9% | -79.2% | -3.5% |
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