+4,789.7%
SITM vs CLBK
+54.1%
+4,735.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +3.9% | -1.5% | +5.3% | +4.6% |
| 30D | -6.6% | -1.0% | -5.6% | -6.1% |
| 3M | -11.9% | +22.9% | -34.8% | -21.3% |
| 6M | +81.1% | +44.2% | +36.9% | +49.0% |
| YTD | +80.0% | +64.0% | +16.0% | +37.4% |
| 1Y | +145.8% | +65.7% | +80.2% | +86.2% |
| 3Y | +475.9% | +54.1% | +421.8% | +344.9% |
| 5Y | +189.2% | +44.7% | +144.5% | +108.3% |
| All | +4,789.7% | +54.1% | +4,735.5% | +3,506.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling