+447.8%
SN vs CLBK
+41.6%
+406.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.0% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | +21.5% | +3.4% | +18.1% | +20.0% |
| 3M | +20.0% | -4.3% | +24.3% | +21.9% |
| 6M | +119.9% | +28.4% | +91.6% | +98.6% |
| YTD | +102.3% | +59.4% | +42.9% | +67.6% |
| 1Y | +148.0% | +64.8% | +83.2% | +103.1% |
| 3Y | +450.0% | +50.6% | +399.4% | +360.5% |
| All | +447.8% | +41.6% | +406.2% | +314.7% |
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 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