+173.6%
SO vs CLBK
+67.9%
+105.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | -4.6% | +9.1% | -13.7% | -6.2% |
| 3M | -3.0% | +27.7% | -30.7% | -7.7% |
| 6M | -8.3% | +40.8% | -49.1% | -14.4% |
| YTD | +3.5% | +66.4% | -62.9% | -6.8% |
| 1Y | -0.9% | +72.4% | -73.3% | -11.8% |
| 3Y | +45.4% | +50.7% | -5.3% | +30.1% |
| 5Y | +59.6% | +42.9% | +16.7% | +37.1% |
| All | +173.6% | +67.9% | +105.7% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling