+55.4%
VXUS vs CLBK
+43.5%
+11.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.6% | +1.1% | +0.4% | +1.4% |
| 30D | +1.0% | +7.8% | -6.8% | -0.2% |
| 3M | +5.7% | +23.9% | -18.2% | +2.1% |
| 6M | +13.6% | +42.3% | -28.7% | +7.3% |
| YTD | +17.4% | +65.4% | -48.0% | +8.3% |
| 1Y | +25.1% | +70.3% | -45.3% | +14.6% |
| 3Y | +75.8% | +54.5% | +21.4% | +61.1% |
| 5Y | +55.4% | +43.1% | +12.3% | +39.7% |
| All | +55.4% | +43.5% | +11.9% | +39.7% |
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 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