+36.2%
SNPS vs CLBK
+28.8%
+7.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.6% | +2.9% | -3.5% | -1.2% |
| 30D | -9.8% | +5.4% | -15.2% | -10.8% |
| 3M | +11.7% | +5.8% | +6.0% | +10.4% |
| 6M | -10.9% | +28.9% | -39.9% | -15.8% |
| YTD | -2.1% | +61.8% | -63.9% | -12.0% |
| 1Y | +14.8% | +63.1% | -48.3% | +2.9% |
| 3Y | -11.3% | +55.3% | -66.7% | -20.6% |
| 5Y | +36.2% | +28.0% | +8.2% | +19.3% |
| All | +36.2% | +28.8% | +7.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling