-26.6%
U vs CLBK
+118.3%
-144.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | +2.8% | +2.5% | +0.4% | +1.7% |
| 30D | +7.6% | +3.7% | +3.9% | +5.7% |
| 3M | +12.7% | -3.3% | +16.0% | +14.1% |
| 6M | +87.0% | +29.6% | +57.3% | +64.8% |
| YTD | +13.6% | +60.3% | -46.7% | -9.7% |
| 1Y | +25.3% | +63.4% | -38.1% | -1.4% |
| 3Y | +85.8% | +53.8% | +32.0% | +49.9% |
| 5Y | -74.5% | +29.0% | -103.5% | -78.1% |
| All | -26.6% | +118.3% | -144.9% | -33.1% |
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