+93.0%
SM vs CLBK
+64.7%
+28.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.5% |
| 7D | -0.2% | -1.5% | +1.2% | +0.8% |
| 30D | +20.3% | +6.7% | +13.6% | +14.5% |
| 3M | +22.9% | +21.2% | +1.8% | +5.9% |
| 6M | +47.8% | +42.0% | +5.9% | +11.5% |
| YTD | +107.5% | +63.3% | +44.2% | +38.9% |
| 1Y | +51.7% | +65.4% | -13.7% | -1.0% |
| 3Y | -0.9% | +52.5% | -53.3% | -36.8% |
| 5Y | +112.2% | +42.0% | +70.3% | +10.9% |
| All | +93.0% | +64.7% | +28.3% | +3.9% |
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 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