+210.4%
TPR vs CLBK
+63.6%
+146.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +6.4% | +2.2% | +4.3% | +5.0% |
| 30D | +13.8% | +5.0% | +8.8% | +10.4% |
| 3M | -16.6% | +3.3% | -19.9% | -18.7% |
| 6M | +0.7% | +29.6% | -28.9% | -14.8% |
| YTD | +5.3% | +62.1% | -56.8% | -22.6% |
| 1Y | +32.4% | +64.3% | -32.0% | -3.8% |
| 3Y | +406.4% | +55.6% | +350.8% | +259.9% |
| 5Y | +227.9% | +29.3% | +198.7% | +134.7% |
| All | +210.4% | +63.6% | +146.8% | +73.5% |
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 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