+109.7%
SPG vs CLBK
+57.4%
+52.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -6.8% | +9.1% | -16.0% | -9.4% |
| 3M | +2.7% | +27.7% | -25.0% | -4.9% |
| 6M | +5.5% | +40.8% | -35.4% | -5.4% |
| YTD | +15.7% | +66.4% | -50.7% | -1.6% |
| 1Y | +20.9% | +72.4% | -51.5% | +1.1% |
| All | +109.7% | +57.4% | +52.4% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling