+119.0%
SMTC vs CLBK
+41.8%
+77.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | +22.5% | -1.5% | +23.9% | +23.2% |
| 30D | +24.9% | +6.7% | +18.2% | +21.5% |
| 3M | +4.1% | +21.2% | -17.1% | -4.6% |
| 6M | +92.6% | +42.0% | +50.6% | +65.3% |
| YTD | +122.5% | +63.3% | +59.2% | +79.5% |
| 1Y | +166.2% | +65.4% | +100.8% | +112.0% |
| 3Y | +577.2% | +52.5% | +524.7% | +450.6% |
| 5Y | +119.0% | +42.0% | +77.0% | +70.9% |
| All | +119.0% | +41.8% | +77.2% | +70.9% |
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 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