+16.8%
SNPS vs CLBK
+62.9%
-46.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.2% | +2.2% | -2.3% | -0.4% |
| 30D | -8.0% | +5.0% | -13.0% | -8.4% |
| 3M | +12.5% | +3.3% | +9.2% | +12.4% |
| 6M | -10.5% | +29.6% | -40.1% | -13.7% |
| YTD | -1.6% | +62.1% | -63.7% | -8.5% |
| 1Y | +16.8% | +64.3% | -47.5% | +7.6% |
| All | +16.8% | +62.9% | -46.0% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling