+54.5%
CLBK vs SPY
+78.7%
-24.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | +7.8% | -0.9% | +8.7% | +8.6% |
| 3M | +23.9% | +3.9% | +20.0% | +19.8% |
| 6M | +42.3% | +14.5% | +27.8% | +26.8% |
| YTD | +65.4% | +12.9% | +52.5% | +49.1% |
| 1Y | +70.3% | +19.4% | +51.0% | +46.4% |
| 3Y | +54.5% | +78.5% | -24.0% | -9.1% |
| All | +54.5% | +78.7% | -24.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling