+57.9%
SO vs CLBK
+41.8%
+16.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | -2.5% | +6.7% | -9.2% | -2.9% |
| 3M | -4.2% | +21.2% | -25.3% | -5.5% |
| 6M | -7.7% | +42.0% | -49.6% | -10.0% |
| YTD | +3.8% | +63.3% | -59.5% | +0.1% |
| 1Y | +0.1% | +65.4% | -65.3% | -3.7% |
| 3Y | +44.2% | +52.5% | -8.3% | +38.3% |
| 5Y | +57.9% | +42.0% | +15.9% | +51.6% |
| All | +57.9% | +41.8% | +16.1% | +51.6% |
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