+61.9%
SE vs CLBK
+54.8%
+7.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.8% |
| 7D | -1.5% | +2.5% | -3.9% | -1.6% |
| 30D | -22.3% | +3.7% | -26.0% | -22.5% |
| 3M | -41.8% | -3.3% | -38.6% | -41.7% |
| 6M | -22.4% | +29.6% | -52.0% | -23.9% |
| YTD | -41.6% | +60.3% | -101.9% | -44.0% |
| 1Y | -48.0% | +63.4% | -111.4% | -50.4% |
| All | +61.9% | +54.8% | +7.1% | +73.1% |
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 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