-39.9%
Z vs CLBK
+61.7%
-101.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.8% |
| 7D | -4.9% | +2.5% | -7.4% | -5.9% |
| 30D | +3.0% | +3.7% | -0.7% | +1.6% |
| 3M | -13.4% | -3.3% | -10.1% | -12.0% |
| 6M | -27.3% | +29.6% | -57.0% | -35.1% |
| YTD | -57.8% | +60.3% | -118.1% | -65.8% |
| 1Y | -60.0% | +63.4% | -123.4% | -67.9% |
| 3Y | -21.5% | +53.8% | -75.4% | -37.3% |
| 5Y | -55.0% | +29.0% | -83.9% | -63.1% |
| All | -39.9% | +61.7% | -101.6% | -52.6% |
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