-22.7%
U vs CLBK
+117.1%
-139.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.5% |
| 7D | +2.6% | +0.9% | +1.7% | +2.1% |
| 30D | +27.6% | +3.4% | +24.2% | +25.4% |
| 3M | +15.3% | -4.3% | +19.6% | +17.3% |
| 6M | +96.4% | +28.4% | +68.0% | +73.9% |
| YTD | +19.6% | +59.4% | -39.8% | -4.7% |
| 1Y | +42.1% | +64.8% | -22.7% | +11.3% |
| 3Y | +87.5% | +50.6% | +36.9% | +52.4% |
| 5Y | -73.1% | +28.3% | -101.4% | -76.9% |
| All | -22.7% | +117.1% | -139.8% | -29.5% |
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