+33.1%
W vs CLBK
+65.6%
-32.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +0.5% | -1.4% | +1.9% | +1.3% |
| 30D | -5.6% | +4.5% | -10.1% | -8.4% |
| 3M | +41.9% | +22.8% | +19.1% | +23.9% |
| 6M | +30.2% | +43.4% | -13.2% | +3.1% |
| YTD | -2.9% | +64.1% | -67.1% | -30.4% |
| 1Y | +11.6% | +67.6% | -56.0% | -22.1% |
| 3Y | +37.0% | +53.3% | -16.3% | +1.6% |
| 5Y | -62.8% | +44.8% | -107.7% | -73.0% |
| All | +33.1% | +65.6% | -32.5% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling