-38.4%
U vs CLBK
+123.5%
-162.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | 0.0% | -1.4% | +1.3% | +0.6% |
| 30D | -4.1% | +4.5% | -8.6% | -6.1% |
| 3M | +57.8% | +22.8% | +35.0% | +43.3% |
| 6M | +103.5% | +43.4% | +60.1% | +71.5% |
| YTD | -4.8% | +64.1% | -68.9% | -24.9% |
| 1Y | -2.4% | +67.6% | -70.0% | -24.0% |
| 3Y | +11.7% | +53.3% | -41.6% | -9.8% |
| 5Y | -68.9% | +44.8% | -113.7% | -73.3% |
| All | -38.4% | +123.5% | -162.0% | -44.4% |
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 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