-11.1%
VRSK vs CLBK
+43.5%
-54.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -1.5% | -3.7% | -5.1% |
| 30D | -2.3% | -1.0% | -1.3% | -2.2% |
| 3M | -2.9% | +22.9% | -25.8% | -4.5% |
| 6M | -12.8% | +44.2% | -57.0% | -15.2% |
| YTD | -20.8% | +64.0% | -84.8% | -23.8% |
| 1Y | -33.2% | +65.7% | -98.9% | -35.9% |
| 3Y | -26.6% | +54.1% | -80.6% | -29.8% |
| All | -11.1% | +43.5% | -54.6% | -15.6% |
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