+127.8%
SAP vs CLBK
+64.7%
+63.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +0.3% | +6.7% | -6.4% | -1.5% |
| 3M | +16.9% | +21.2% | -4.3% | +11.0% |
| 6M | +6.3% | +42.0% | -35.6% | -3.2% |
| YTD | -12.4% | +63.3% | -75.7% | -23.4% |
| 1Y | -21.6% | +65.4% | -87.0% | -31.8% |
| 3Y | +54.8% | +52.5% | +2.3% | +33.9% |
| 5Y | +56.2% | +42.0% | +14.2% | +31.1% |
| All | +127.8% | +64.7% | +63.0% | +82.7% |
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