+140.9%
SLB vs CLBK
+44.4%
+96.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +15.8% | +9.1% | +6.7% | +12.8% |
| 3M | -0.3% | +27.7% | -28.0% | -7.6% |
| 6M | +21.3% | +40.8% | -19.5% | +9.2% |
| YTD | +52.3% | +66.4% | -14.1% | +30.2% |
| 1Y | +63.6% | +72.4% | -8.8% | +38.0% |
| 3Y | +3.8% | +50.7% | -46.9% | -10.7% |
| All | +140.9% | +44.4% | +96.5% | +90.3% |
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 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