+323.8%
SN vs CLBK
+46.9%
+276.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -5.6% | +7.8% | -13.4% | -8.4% |
| 3M | +48.1% | +23.9% | +24.2% | +35.8% |
| 6M | +57.6% | +42.3% | +15.3% | +37.0% |
| YTD | +56.5% | +65.4% | -8.9% | +28.1% |
| 1Y | +52.6% | +70.3% | -17.8% | +23.2% |
| 3Y | +412.0% | +54.5% | +357.5% | +307.3% |
| All | +323.8% | +46.9% | +276.9% | +216.8% |
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 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