+56.1%
SNY vs CLBK
+65.6%
-9.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.6% | -1.4% | -2.3% | -3.4% |
| 30D | -1.9% | +4.5% | -6.5% | -2.6% |
| 3M | -2.0% | +22.8% | -24.7% | -5.1% |
| 6M | +2.5% | +43.4% | -40.9% | -3.1% |
| YTD | -7.0% | +64.1% | -71.1% | -14.0% |
| 1Y | -4.4% | +67.6% | -72.0% | -12.1% |
| 3Y | -8.4% | +53.3% | -61.7% | -16.1% |
| 5Y | +9.5% | +44.8% | -35.3% | -1.8% |
| All | +56.1% | +65.6% | -9.5% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling