+213.3%
V vs CLBK
+64.7%
+148.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -2.9% | -1.5% | -1.5% | -2.5% |
| 30D | +1.9% | +6.7% | -4.8% | -0.2% |
| 3M | +13.2% | +21.2% | -7.9% | +6.5% |
| 6M | +16.7% | +42.0% | -25.2% | +4.4% |
| YTD | +5.4% | +63.3% | -57.9% | -10.0% |
| 1Y | +7.7% | +65.4% | -57.7% | -8.8% |
| 3Y | +52.0% | +52.5% | -0.5% | +27.8% |
| 5Y | +67.7% | +42.0% | +25.8% | +35.0% |
| All | +213.3% | +64.7% | +148.6% | +133.3% |
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