+368.8%
SNXX vs CLBK
+60.9%
+307.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.1% |
| 7D | -12.0% | -1.5% | -10.6% | -11.9% |
| 30D | +37.9% | -1.0% | +39.0% | +38.1% |
| 3M | -52.7% | +22.9% | -75.6% | -52.9% |
| 6M | +194.8% | +44.2% | +150.6% | +151.1% |
| All | +368.8% | +60.9% | +307.9% | +260.5% |
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