-5.5%
SAP vs CLBK
+64.1%
-69.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | +2.9% | -1.4% | +1.0% |
| 30D | +8.8% | +5.4% | +3.5% | +7.9% |
| 3M | +12.1% | +5.8% | +6.3% | +10.7% |
| 6M | +34.6% | +28.9% | +5.7% | +26.7% |
| YTD | -2.1% | +61.8% | -63.9% | -9.6% |
| 1Y | -5.5% | +63.1% | -68.6% | -13.1% |
| All | -5.5% | +64.1% | -69.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling