+319.5%
SN vs CLBK
+47.8%
+271.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -9.3% | +1.2% | -10.5% | -9.7% |
| 30D | -4.8% | +9.1% | -13.9% | -8.1% |
| 3M | +40.4% | +27.7% | +12.7% | +27.3% |
| 6M | +50.9% | +40.8% | +10.1% | +31.7% |
| YTD | +54.9% | +66.4% | -11.4% | +26.5% |
| 1Y | +43.0% | +72.4% | -29.3% | +15.0% |
| 3Y | +391.8% | +50.7% | +341.1% | +276.4% |
| All | +319.5% | +47.8% | +271.8% | +212.9% |
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 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