+196.3%
SE vs CLBK
+55.4%
+140.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | -0.1% | +7.8% | -7.9% | -0.8% |
| 3M | +34.1% | +23.9% | +10.3% | +31.6% |
| 6M | +23.2% | +42.3% | -19.1% | +19.1% |
| YTD | -11.2% | +65.4% | -76.6% | -15.8% |
| 1Y | -40.5% | +70.3% | -110.9% | -44.1% |
| 3Y | +196.3% | +54.5% | +141.8% | +204.0% |
| All | +196.3% | +55.4% | +140.9% | +204.0% |
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