+251.1%
SAN vs CLBK
+56.6%
+194.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | -6.3% | +5.0% | -11.2% | -7.4% |
| 3M | -14.1% | +3.3% | -17.4% | -14.9% |
| 6M | +4.2% | +29.6% | -25.4% | -2.7% |
| YTD | +9.0% | +62.1% | -53.1% | -3.3% |
| 1Y | +18.8% | +64.3% | -45.6% | +5.0% |
| All | +251.1% | +56.6% | +194.5% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling