+72.2%
SMTC vs CLBK
+65.7%
+6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -13.2% |
| 7D | -24.5% | +4.6% | -29.1% | -25.7% |
| 30D | -42.5% | -1.5% | -41.0% | -42.1% |
| 3M | -14.1% | +4.4% | -18.5% | -15.4% |
| 6M | +3.6% | +31.7% | -28.1% | -8.0% |
| YTD | +50.6% | +58.7% | -8.1% | +23.5% |
| 1Y | +72.2% | +64.9% | +7.4% | +37.8% |
| All | +72.2% | +65.7% | +6.5% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling