+475.9%
SITM vs CLBK
+52.2%
+423.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +3.9% | -1.5% | +5.3% | +4.8% |
| 30D | -6.6% | -1.0% | -5.6% | -6.0% |
| 3M | -11.9% | +22.9% | -34.8% | -22.8% |
| 6M | +81.1% | +44.2% | +36.9% | +43.4% |
| YTD | +80.0% | +64.0% | +16.0% | +30.0% |
| 1Y | +145.8% | +65.7% | +80.2% | +75.8% |
| 3Y | +475.9% | +54.1% | +421.8% | +303.3% |
| All | +475.9% | +52.2% | +423.7% | +303.3% |
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 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