+376.1%
SNPS vs CLBK
+64.7%
+311.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -5.5% | -1.5% | -4.0% | -5.1% |
| 30D | -4.5% | +6.7% | -11.2% | -6.1% |
| 3M | -15.5% | +21.2% | -36.6% | -19.8% |
| 6M | -10.1% | +42.0% | -52.0% | -18.3% |
| YTD | -16.3% | +63.3% | -79.5% | -27.0% |
| 1Y | -34.9% | +65.4% | -100.3% | -43.4% |
| 3Y | -14.4% | +52.5% | -66.8% | -25.5% |
| 5Y | +17.9% | +42.0% | -24.1% | -0.1% |
| All | +376.1% | +64.7% | +311.3% | +297.7% |
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