+156.7%
SIMO vs CLBK
+24.6%
+132.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | -22.0% | +0.6% | -22.6% | -22.1% |
| 30D | -43.0% | +2.9% | -45.9% | -43.5% |
| 3M | -39.1% | +3.0% | -42.1% | -39.7% |
| 6M | -33.3% | +27.3% | -60.6% | -37.5% |
| YTD | +77.0% | +58.0% | +19.0% | +56.4% |
| 1Y | +73.0% | +62.4% | +10.6% | +51.7% |
| 3Y | +215.7% | +46.9% | +168.8% | +177.5% |
| All | +156.7% | +24.6% | +132.2% | +125.7% |
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