+199.4%
TMUS vs CLBK
+64.7%
+134.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -5.3% | -1.5% | -3.9% | -5.0% |
| 30D | +0.1% | +6.7% | -6.6% | -1.2% |
| 3M | -0.6% | +21.2% | -21.8% | -4.4% |
| 6M | -17.5% | +42.0% | -59.5% | -23.2% |
| YTD | -11.3% | +63.3% | -74.5% | -19.8% |
| 1Y | -25.4% | +65.4% | -90.8% | -33.0% |
| 3Y | +35.5% | +52.5% | -16.9% | +20.8% |
| 5Y | +41.9% | +42.0% | -0.1% | +22.0% |
| All | +199.4% | +64.7% | +134.7% | +128.4% |
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