+191.4%
SO vs CLBK
+63.6%
+127.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | +7.8% | +5.0% | +2.8% | +6.8% |
| 3M | +2.9% | +3.3% | -0.3% | +2.2% |
| 6M | +2.5% | +29.6% | -27.1% | -2.8% |
| YTD | +10.3% | +62.1% | -51.9% | -0.3% |
| 1Y | +6.4% | +64.3% | -58.0% | -4.2% |
| 3Y | +52.8% | +55.6% | -2.8% | +35.2% |
| 5Y | +78.7% | +29.3% | +49.4% | +59.6% |
| All | +191.4% | +63.6% | +127.8% | +119.9% |
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