+134.3%
SAP vs CLBK
+67.9%
+66.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | +9.0% | +9.1% | -0.1% | +6.5% |
| 3M | +14.9% | +27.7% | -12.7% | +7.6% |
| 6M | +11.9% | +40.8% | -28.9% | +2.0% |
| YTD | -9.9% | +66.4% | -76.3% | -21.6% |
| 1Y | -19.5% | +72.4% | -91.9% | -30.8% |
| 3Y | +61.8% | +50.7% | +11.1% | +40.6% |
| 5Y | +56.2% | +42.9% | +13.2% | +31.2% |
| All | +134.3% | +67.9% | +66.4% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling