-36.0%
Z vs CLBK
+62.9%
-98.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.9% |
| 7D | -5.2% | +1.8% | -7.0% | -5.8% |
| 30D | +5.7% | +5.1% | +0.6% | +3.7% |
| 3M | -8.7% | +5.2% | -13.9% | -10.7% |
| 6M | -26.0% | +28.6% | -54.5% | -33.7% |
| YTD | -55.0% | +61.4% | -116.5% | -63.7% |
| 1Y | -58.0% | +64.7% | -122.7% | -66.4% |
| 3Y | -15.2% | +55.1% | -70.3% | -32.5% |
| 5Y | -53.8% | +28.4% | -82.2% | -62.0% |
| All | -36.0% | +62.9% | -98.9% | -49.7% |
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