+324.5%
WMT vs CLBK
+65.5%
+259.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | -7.4% | -1.0% | -6.4% | -7.3% |
| 3M | -10.9% | +22.9% | -33.8% | -13.7% |
| 6M | -12.7% | +44.2% | -56.9% | -17.6% |
| YTD | -3.2% | +64.0% | -67.2% | -10.6% |
| 1Y | +5.3% | +65.7% | -60.4% | -3.1% |
| 3Y | +101.9% | +54.1% | +47.8% | +84.9% |
| 5Y | +134.6% | +44.7% | +89.9% | +109.5% |
| All | +324.5% | +65.5% | +259.0% | +252.2% |
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