-3.6%
SMR vs CLBK
+22.3%
-25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | +1.2% | +3.2% | +4.0% |
| 30D | +3.4% | +9.1% | -5.7% | 0.0% |
| 3M | -19.2% | +27.7% | -46.9% | -26.6% |
| 6M | -22.6% | +40.8% | -63.5% | -32.1% |
| YTD | -31.5% | +66.4% | -97.9% | -43.8% |
| 1Y | -73.1% | +72.4% | -145.5% | -78.4% |
| 3Y | +55.0% | +50.7% | +4.3% | +31.3% |
| All | -3.6% | +22.3% | -25.8% | -17.7% |
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