+12.3%
TXT vs CLBK
+43.5%
-31.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -11.1% | +7.8% | -18.8% | -12.9% |
| 3M | -13.0% | +23.9% | -36.9% | -18.0% |
| 6M | -16.2% | +42.3% | -58.5% | -23.8% |
| YTD | -8.7% | +65.4% | -74.1% | -20.4% |
| 1Y | -3.8% | +70.3% | -74.1% | -16.9% |
| 3Y | +5.5% | +54.5% | -48.9% | -7.8% |
| 5Y | +12.3% | +43.1% | -30.8% | -10.4% |
| All | +12.3% | +43.5% | -31.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling