+4,507.3%
SITM vs CLBK
+55.5%
+4,451.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +8.4% | +1.1% | +7.2% | +7.8% |
| 30D | -17.4% | +7.8% | -25.2% | -20.6% |
| 3M | -9.8% | +23.9% | -33.7% | -19.8% |
| 6M | +83.0% | +42.3% | +40.7% | +51.4% |
| YTD | +69.6% | +65.4% | +4.2% | +28.9% |
| 1Y | +144.9% | +70.3% | +74.6% | +82.8% |
| 3Y | +429.9% | +54.5% | +375.4% | +308.6% |
| 5Y | +169.2% | +43.1% | +126.1% | +95.7% |
| All | +4,507.3% | +55.5% | +4,451.8% | +3,283.0% |
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