+309.7%
SN vs CLBK
+45.0%
+264.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -3.4% | -1.5% | -1.9% | -2.8% |
| 30D | -9.1% | +6.7% | -15.7% | -11.4% |
| 3M | +31.8% | +21.2% | +10.6% | +21.9% |
| 6M | +52.0% | +42.0% | +10.1% | +32.4% |
| YTD | +51.3% | +63.3% | -12.0% | +24.4% |
| 1Y | +46.9% | +65.4% | -18.5% | +20.0% |
| 3Y | +394.9% | +52.5% | +342.5% | +295.8% |
| All | +309.7% | +45.0% | +264.7% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling