+76.1%
VNQ vs CLBK
+64.7%
+11.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.4% |
| 30D | -2.2% | +6.7% | -8.9% | -4.4% |
| 3M | -1.9% | +21.2% | -23.1% | -8.2% |
| 6M | +3.2% | +42.0% | -38.7% | -8.3% |
| YTD | +9.4% | +63.3% | -53.9% | -7.6% |
| 1Y | +7.5% | +65.4% | -57.9% | -10.0% |
| 3Y | +31.1% | +52.5% | -21.4% | +9.4% |
| 5Y | +6.6% | +42.0% | -35.4% | -14.7% |
| All | +76.1% | +64.7% | +11.4% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling