+70.2%
XYZ vs CLBK
+63.6%
+6.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.2% | +2.2% | -4.3% | -3.1% |
| 30D | +11.6% | +5.0% | +6.6% | +9.0% |
| 3M | +8.4% | +3.3% | +5.1% | +6.6% |
| 6M | +17.2% | +29.6% | -12.4% | +2.6% |
| YTD | +31.7% | +62.1% | -30.4% | +2.6% |
| 1Y | +30.1% | +64.3% | -34.3% | +0.3% |
| 3Y | +66.4% | +55.6% | +10.8% | +29.7% |
| 5Y | -62.2% | +29.3% | -91.4% | -69.2% |
| All | +70.2% | +63.6% | +6.7% | +26.7% |
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 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