+220.5%
TRV vs CLBK
+65.6%
+154.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -1.8% | +4.5% | -6.3% | -3.5% |
| 3M | +21.6% | +22.8% | -1.2% | +12.4% |
| 6M | +22.5% | +43.4% | -21.0% | +6.6% |
| YTD | +28.1% | +64.1% | -36.0% | +5.6% |
| 1Y | +37.0% | +67.6% | -30.5% | +11.5% |
| 3Y | +141.9% | +53.3% | +88.6% | +95.3% |
| 5Y | +158.5% | +44.8% | +113.7% | +94.9% |
| All | +220.5% | +65.6% | +154.9% | +111.6% |
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