+154.6%
SAP vs CLBK
+63.3%
+91.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | +2.9% | -1.4% | +0.7% |
| 30D | +8.8% | +5.4% | +3.5% | +7.4% |
| 3M | +12.1% | +5.8% | +6.3% | +10.2% |
| 6M | +34.6% | +28.9% | +5.7% | +25.5% |
| YTD | -2.1% | +61.8% | -63.9% | -14.3% |
| 1Y | -5.5% | +63.1% | -68.6% | -17.6% |
| 3Y | +67.4% | +55.3% | +12.1% | +43.9% |
| 5Y | +74.6% | +28.0% | +46.6% | +53.2% |
| All | +154.6% | +63.3% | +91.3% | +104.3% |
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