+77.3%
SO vs CLBK
+28.0%
+49.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.2% |
| 30D | +8.6% | +5.1% | +3.5% | +8.2% |
| 3M | +1.8% | +5.2% | -3.4% | +1.4% |
| 6M | +3.6% | +28.6% | -24.9% | +1.7% |
| YTD | +9.9% | +61.4% | -51.5% | +6.0% |
| 1Y | +5.7% | +64.7% | -59.0% | +1.7% |
| 3Y | +52.5% | +55.1% | -2.6% | +46.0% |
| 5Y | +77.3% | +28.4% | +49.0% | +68.9% |
| All | +77.3% | +28.0% | +49.3% | +68.9% |
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 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