+173.7%
TPR vs CLBK
+66.9%
+106.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -3.4% | +1.1% | -4.5% | -4.0% |
| 30D | -27.3% | +7.8% | -35.1% | -30.8% |
| 3M | -16.2% | +23.9% | -40.1% | -26.9% |
| 6M | -17.9% | +42.3% | -60.2% | -34.1% |
| YTD | -7.1% | +65.4% | -72.5% | -32.4% |
| 1Y | +13.6% | +70.3% | -56.7% | -19.3% |
| 3Y | +293.7% | +54.5% | +239.3% | +182.0% |
| 5Y | +239.1% | +43.1% | +196.0% | +120.1% |
| All | +173.7% | +66.9% | +106.8% | +51.6% |
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