+43.8%
CLBK vs SUI
-32.0%
+75.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.2% | -2.8% | +4.0% | +2.1% |
| 30D | +9.1% | -1.2% | +10.3% | +9.5% |
| 3M | +27.7% | -1.7% | +29.4% | +28.1% |
| 6M | +40.8% | -10.5% | +51.3% | +45.6% |
| YTD | +66.4% | -1.8% | +68.2% | +66.6% |
| 1Y | +72.4% | -4.1% | +76.5% | +73.7% |
| 3Y | +50.7% | +11.3% | +39.4% | +43.8% |
| All | +43.8% | -32.0% | +75.8% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling