+69.4%
VWO vs CLBK
+64.7%
+4.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +0.2% | -1.5% | +1.6% | +0.5% |
| 30D | +0.9% | +6.7% | -5.8% | -0.7% |
| 3M | +4.3% | +21.2% | -16.9% | -0.5% |
| 6M | +10.5% | +42.0% | -31.4% | +1.6% |
| YTD | +13.4% | +63.3% | -49.9% | +0.6% |
| 1Y | +18.6% | +65.4% | -46.8% | +4.5% |
| 3Y | +65.8% | +52.5% | +13.3% | +45.1% |
| 5Y | +35.2% | +42.0% | -6.8% | +14.2% |
| All | +69.4% | +64.7% | +4.6% | +33.1% |
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