-38.4%
Z vs CLBK
+59.4%
-97.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +8.3% | +2.9% | +5.5% | +7.2% |
| 3M | -11.6% | +3.0% | -14.6% | -12.7% |
| 6M | -33.6% | +27.3% | -60.9% | -40.3% |
| YTD | -56.7% | +58.0% | -114.7% | -64.7% |
| 1Y | -59.1% | +62.4% | -121.5% | -67.1% |
| 3Y | -20.4% | +46.9% | -67.3% | -35.1% |
| 5Y | -55.3% | +25.3% | -80.5% | -62.8% |
| All | -38.4% | +59.4% | -97.8% | -51.1% |
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