+59.1%
XYZ vs CLBK
+66.9%
-7.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +2.9% | +1.1% | +1.7% | +2.3% |
| 30D | +1.4% | +7.8% | -6.4% | -2.3% |
| 3M | +14.6% | +23.9% | -9.3% | +2.7% |
| 6M | +20.8% | +42.3% | -21.6% | +1.1% |
| YTD | +23.1% | +65.4% | -42.3% | -5.0% |
| 1Y | +5.6% | +70.3% | -64.7% | -20.1% |
| 3Y | +50.9% | +54.5% | -3.6% | +18.2% |
| 5Y | -68.6% | +43.1% | -111.7% | -75.8% |
| All | +59.1% | +66.9% | -7.8% | +17.3% |
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