+387.3%
SAN vs CLBK
+43.5%
+343.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +1.1% | +7.8% | -6.7% | -1.3% |
| 3M | +22.2% | +23.9% | -1.7% | +13.9% |
| 6M | +36.0% | +42.3% | -6.3% | +21.4% |
| YTD | +28.2% | +65.4% | -37.1% | +9.2% |
| 1Y | +54.1% | +70.3% | -16.2% | +29.5% |
| 3Y | +354.2% | +54.5% | +299.8% | +280.4% |
| 5Y | +387.3% | +43.1% | +344.2% | +286.8% |
| All | +387.3% | +43.5% | +343.8% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling