+67.1%
V vs CLBK
+43.5%
+23.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +1.9% | +7.8% | -5.9% | +0.5% |
| 3M | +15.5% | +23.9% | -8.3% | +11.0% |
| 6M | +16.6% | +42.3% | -25.7% | +9.1% |
| YTD | +5.7% | +65.4% | -59.6% | -3.8% |
| 1Y | +8.6% | +70.3% | -61.8% | -2.0% |
| 3Y | +52.5% | +54.5% | -1.9% | +38.0% |
| 5Y | +67.1% | +43.1% | +24.0% | +44.3% |
| All | +67.1% | +43.5% | +23.6% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling