+459.5%
SNPS vs CLBK
+63.6%
+395.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.2% | +2.2% | -2.3% | -0.7% |
| 30D | -8.0% | +5.0% | -13.0% | -9.2% |
| 3M | +12.5% | +3.3% | +9.2% | +11.4% |
| 6M | -10.5% | +29.6% | -40.1% | -16.7% |
| YTD | -1.6% | +62.1% | -63.7% | -14.1% |
| 1Y | +16.8% | +64.3% | -47.5% | +1.6% |
| 3Y | -10.9% | +55.6% | -66.5% | -22.9% |
| 5Y | +35.8% | +29.3% | +6.5% | +19.1% |
| All | +459.5% | +63.6% | +395.9% | +367.7% |
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