+182.1%
SAN vs CLBK
+64.7%
+117.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -0.5% | -1.5% | +1.0% | +0.3% |
| 30D | -0.1% | +6.7% | -6.7% | -3.4% |
| 3M | +19.6% | +21.2% | -1.5% | +7.8% |
| 6M | +32.7% | +42.0% | -9.3% | +10.3% |
| YTD | +26.7% | +63.3% | -36.6% | -2.4% |
| 1Y | +51.6% | +65.4% | -13.7% | +15.0% |
| 3Y | +348.7% | +52.5% | +296.3% | +232.9% |
| 5Y | +378.7% | +42.0% | +336.8% | +234.5% |
| All | +182.1% | +64.7% | +117.3% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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