+75.9%
VNQ vs CLBK
+65.5%
+10.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | -2.6% | -1.0% | -1.5% | -2.3% |
| 3M | -2.0% | +22.9% | -24.9% | -8.7% |
| 6M | +4.3% | +44.2% | -39.9% | -7.8% |
| YTD | +9.2% | +64.0% | -54.7% | -7.9% |
| 1Y | +5.6% | +65.7% | -60.1% | -11.7% |
| 3Y | +30.8% | +54.1% | -23.2% | +8.8% |
| 5Y | +8.0% | +44.7% | -36.7% | -14.4% |
| All | +75.9% | +65.5% | +10.4% | +28.4% |
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