-53.7%
SMR vs CLBK
+17.1%
-70.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -8.3% | +0.9% | -9.2% | -8.5% |
| 30D | -20.1% | +3.4% | -23.5% | -21.0% |
| 3M | -52.7% | -4.3% | -48.4% | -51.9% |
| 6M | -61.0% | +28.4% | -89.4% | -64.6% |
| YTD | -67.1% | +59.4% | -126.5% | -72.5% |
| 1Y | -79.9% | +64.8% | -144.7% | -83.4% |
| 3Y | +101.7% | +50.6% | +51.1% | +70.9% |
| All | -53.7% | +17.1% | -70.8% | -59.8% |
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