+174.0%
SITM vs CLBK
+41.8%
+132.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +4.8% | -1.4% | +6.2% | +5.5% |
| 30D | -9.7% | +4.5% | -14.2% | -11.4% |
| 3M | -9.3% | +22.8% | -32.1% | -17.5% |
| 6M | +69.5% | +43.4% | +26.1% | +44.1% |
| YTD | +70.5% | +64.1% | +6.4% | +35.8% |
| 1Y | +145.3% | +67.6% | +77.7% | +93.2% |
| 3Y | +432.8% | +53.3% | +379.5% | +327.8% |
| 5Y | +174.0% | +44.8% | +129.2% | +117.9% |
| All | +174.0% | +41.8% | +132.2% | +117.9% |
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