-78.0%
SE vs CLBK
+27.8%
-105.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | -20.9% | +3.4% | -24.3% | -21.4% |
| 3M | -38.9% | -4.3% | -34.6% | -38.5% |
| 6M | -19.4% | +28.4% | -47.8% | -23.3% |
| YTD | -40.9% | +59.4% | -100.3% | -46.3% |
| 1Y | -46.2% | +64.8% | -111.0% | -51.6% |
| 3Y | +63.7% | +50.6% | +13.1% | +45.7% |
| All | -78.0% | +27.8% | -105.8% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling