+455.3%
SN vs CLBK
+43.3%
+412.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.1% |
| 7D | +7.6% | +1.8% | +5.8% | +6.9% |
| 30D | +24.1% | +5.1% | +19.0% | +21.8% |
| 3M | +23.7% | +5.2% | +18.5% | +20.9% |
| 6M | +105.5% | +28.6% | +77.0% | +85.4% |
| YTD | +105.1% | +61.4% | +43.7% | +69.1% |
| 1Y | +148.3% | +64.7% | +83.6% | +103.4% |
| 3Y | +438.7% | +55.1% | +383.5% | +349.3% |
| All | +455.3% | +43.3% | +412.0% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling