+180.8%
SPGI vs CLBK
+60.9%
+119.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | +15.9% | +3.4% | +12.5% | +14.8% |
| 3M | +12.3% | -4.3% | +16.6% | +13.6% |
| 6M | +23.7% | +28.4% | -4.7% | +14.5% |
| YTD | -3.5% | +59.4% | -63.0% | -16.6% |
| 1Y | +0.4% | +64.8% | -64.4% | -14.2% |
| 3Y | +29.9% | +50.6% | -20.7% | +10.6% |
| 5Y | +15.2% | +28.3% | -13.1% | -1.6% |
| All | +180.8% | +60.9% | +119.9% | +118.2% |
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