+263.8%
V vs CLBK
+60.9%
+202.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +9.0% | +3.4% | +5.6% | +7.9% |
| 3M | +16.7% | -4.3% | +21.0% | +18.1% |
| 6M | +33.4% | +28.4% | +5.1% | +23.1% |
| YTD | +22.4% | +59.4% | -37.1% | +5.2% |
| 1Y | +27.7% | +64.8% | -37.1% | +8.4% |
| 3Y | +78.0% | +50.6% | +27.4% | +50.2% |
| 5Y | +108.5% | +28.3% | +80.2% | +76.5% |
| All | +263.8% | +60.9% | +202.9% | +172.4% |
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