+24.8%
TXT vs CLBK
+64.7%
-40.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | +0.8% | -1.5% | +2.3% | +1.5% |
| 30D | -10.4% | +6.7% | -17.1% | -13.4% |
| 3M | -14.3% | +21.2% | -35.5% | -22.5% |
| 6M | -15.1% | +42.0% | -57.1% | -29.1% |
| YTD | -8.3% | +63.3% | -71.6% | -29.0% |
| 1Y | -0.7% | +65.4% | -66.1% | -24.1% |
| 3Y | +6.0% | +52.5% | -46.5% | -19.2% |
| 5Y | +12.5% | +42.0% | -29.5% | -22.9% |
| All | +24.8% | +64.7% | -40.0% | -23.8% |
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