-1.4%
SM vs CLBK
+55.4%
-56.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | +31.5% | +7.8% | +23.7% | +28.5% |
| 3M | +17.3% | +23.9% | -6.5% | +9.5% |
| 6M | +48.5% | +42.3% | +6.2% | +31.6% |
| YTD | +106.3% | +65.4% | +40.9% | +71.7% |
| 1Y | +47.3% | +70.3% | -23.0% | +20.6% |
| 3Y | -1.4% | +54.5% | -55.9% | -16.2% |
| All | -1.4% | +55.4% | -56.8% | -16.2% |
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