+907.5%
SE vs CLBK
+64.7%
+842.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -3.6% | -1.5% | -2.2% | -3.3% |
| 30D | -5.3% | +6.7% | -12.0% | -6.9% |
| 3M | +28.1% | +21.2% | +6.9% | +21.8% |
| 6M | +20.7% | +42.0% | -21.3% | +9.9% |
| YTD | -14.8% | +63.3% | -78.0% | -25.6% |
| 1Y | -43.6% | +65.4% | -109.0% | -51.2% |
| 3Y | +184.2% | +52.5% | +131.7% | +143.0% |
| 5Y | -66.3% | +42.0% | -108.3% | -71.5% |
| All | +907.5% | +64.7% | +842.8% | +620.3% |
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