+58.9%
CLBK vs SUI
+70.5%
-11.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +0.6% | +6.2% | -5.6% | -1.3% |
| 30D | +2.9% | +8.6% | -5.7% | 0.0% |
| 3M | +3.0% | +1.0% | +2.0% | +2.3% |
| 6M | +27.3% | -2.6% | +29.9% | +27.8% |
| YTD | +58.0% | -0.1% | +58.1% | +57.1% |
| 1Y | +62.4% | +0.5% | +61.9% | +61.0% |
| 3Y | +46.9% | +15.3% | +31.7% | +38.4% |
| 5Y | +25.3% | -26.1% | +51.4% | +32.7% |
| All | +58.9% | +70.5% | -11.5% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling