+155.8%
SAP vs CLBK
+60.9%
+95.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +6.5% | +3.4% | +3.1% | +5.6% |
| 3M | +12.2% | -4.3% | +16.5% | +13.4% |
| 6M | +46.1% | +28.4% | +17.7% | +36.3% |
| YTD | -1.6% | +59.4% | -61.0% | -13.5% |
| 1Y | -5.1% | +64.8% | -69.9% | -17.4% |
| 3Y | +68.4% | +50.6% | +17.8% | +46.0% |
| 5Y | +79.4% | +28.3% | +51.1% | +56.8% |
| All | +155.8% | +60.9% | +95.0% | +106.1% |
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