+460.2%
SNPS vs CLBK
+61.7%
+398.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | +5.1% | +2.5% | +2.6% | +4.4% |
| 30D | -6.4% | +3.7% | -10.1% | -7.4% |
| 3M | +12.2% | -3.3% | +15.5% | +13.1% |
| 6M | -9.8% | +29.6% | -39.5% | -16.2% |
| YTD | -1.5% | +60.3% | -61.8% | -13.7% |
| 1Y | +16.0% | +63.4% | -47.4% | +1.0% |
| 3Y | -10.8% | +53.8% | -64.7% | -22.6% |
| 5Y | +33.3% | +29.0% | +4.4% | +16.9% |
| All | +460.2% | +61.7% | +398.4% | +369.6% |
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 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