-14.6%
SNPS vs CLBK
+55.4%
-70.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -5.5% | +1.1% | -6.6% | -5.8% |
| 30D | -5.8% | +7.8% | -13.5% | -7.6% |
| 3M | -17.2% | +23.9% | -41.1% | -22.1% |
| 6M | -10.4% | +42.3% | -52.7% | -19.2% |
| YTD | -16.5% | +65.4% | -81.9% | -28.2% |
| 1Y | -35.6% | +70.3% | -106.0% | -45.1% |
| 3Y | -14.6% | +54.5% | -69.1% | -26.8% |
| All | -14.6% | +55.4% | -70.0% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling