+59.8%
SAP vs CLBK
+57.4%
+2.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | +9.0% | +9.1% | -0.1% | +7.1% |
| 3M | +14.9% | +27.7% | -12.7% | +9.3% |
| 6M | +11.9% | +40.8% | -28.9% | +4.3% |
| YTD | -9.9% | +66.4% | -76.3% | -18.7% |
| 1Y | -19.5% | +72.4% | -91.9% | -28.0% |
| All | +59.8% | +57.4% | +2.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling