+398.8%
SN vs CLBK
+44.9%
+353.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | +20.4% | +2.9% | +17.5% | +19.0% |
| 3M | +23.9% | +3.0% | +21.0% | +22.0% |
| 6M | +93.0% | +27.3% | +65.8% | +73.8% |
| YTD | +99.2% | +58.0% | +41.2% | +63.7% |
| 1Y | +142.6% | +62.4% | +80.2% | +97.4% |
| 3Y | +398.8% | +46.9% | +351.9% | +315.6% |
| All | +398.8% | +44.9% | +353.9% | +315.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling