+47.1%
VSAT vs CLBK
+41.8%
+5.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.3% |
| 7D | +3.5% | -1.5% | +4.9% | +4.3% |
| 30D | -14.7% | +6.7% | -21.4% | -17.3% |
| 3M | +13.2% | +21.2% | -8.0% | +2.8% |
| 6M | +57.4% | +42.0% | +15.4% | +32.6% |
| YTD | +110.0% | +63.3% | +46.7% | +64.1% |
| 1Y | +134.4% | +65.4% | +69.0% | +81.3% |
| 3Y | +203.5% | +52.5% | +151.1% | +144.7% |
| 5Y | +47.1% | +42.0% | +5.2% | +15.5% |
| All | +47.1% | +41.8% | +5.3% | +15.5% |
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