+38.8%
CLBK vs SUNB
+1.6%
+37.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.9% | -7.2% | -1.8% |
| 7D | -1.5% | +9.4% | -10.9% | -2.3% |
| 30D | +6.7% | -6.9% | +13.6% | +7.4% |
| 3M | +21.2% | -11.3% | +32.5% | +22.6% |
| 6M | +42.0% | -1.8% | +43.7% | +39.6% |
| All | +38.8% | +1.6% | +37.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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