+190.6%
SO vs CLBK
+60.9%
+129.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | +4.7% | +3.4% | +1.3% | +4.0% |
| 3M | +1.7% | -4.3% | +6.0% | +2.5% |
| 6M | +2.2% | +28.4% | -26.2% | -3.0% |
| YTD | +10.0% | +59.4% | -49.4% | -0.2% |
| 1Y | +6.0% | +64.8% | -58.8% | -4.6% |
| 3Y | +54.1% | +50.6% | +3.5% | +37.5% |
| 5Y | +79.6% | +28.3% | +51.4% | +60.3% |
| All | +190.6% | +60.9% | +129.8% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling