+66.4%
CLBK vs SUI
+65.0%
+1.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +1.1% | -3.1% | +4.3% | +2.2% |
| 30D | +7.8% | -2.3% | +10.1% | +8.5% |
| 3M | +23.9% | -2.8% | +26.7% | +24.8% |
| 6M | +42.3% | -12.4% | +54.7% | +48.1% |
| YTD | +65.4% | -3.3% | +68.7% | +66.5% |
| 1Y | +70.3% | -5.8% | +76.1% | +72.7% |
| 3Y | +54.5% | +12.5% | +42.0% | +46.9% |
| 5Y | +43.1% | -32.9% | +76.0% | +56.4% |
| All | +66.4% | +65.0% | +1.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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