+20.3%
SGOV vs CLBK
+79.9%
-59.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -1.5% | +1.5% | 0.0% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | +0.9% | +22.9% | -22.0% | +0.9% |
| 6M | +1.8% | +44.2% | -42.4% | +1.9% |
| YTD | +2.5% | +64.0% | -61.4% | +2.6% |
| 1Y | +3.8% | +65.7% | -61.9% | +3.8% |
| 3Y | +14.4% | +54.1% | -39.7% | +14.4% |
| 5Y | +20.2% | +44.7% | -24.5% | +20.2% |
| All | +20.3% | +79.9% | -59.7% | +20.3% |
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 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