+3.7%
SO vs CLBK
+65.7%
-62.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +1.7% | +4.6% | -2.8% | +1.6% |
| 30D | +11.1% | -1.5% | +12.6% | +11.1% |
| 3M | +0.7% | +4.4% | -3.7% | +0.5% |
| 6M | -1.4% | +31.7% | -33.1% | -1.6% |
| YTD | +9.4% | +58.7% | -49.3% | +10.5% |
| 1Y | +3.7% | +64.9% | -61.1% | +6.1% |
| All | +3.7% | +65.7% | -62.0% | +6.1% |
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