+19.0%
SPGI vs CLBK
+55.4%
-36.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +5.4% | +7.8% | -2.4% | +3.6% |
| 3M | +9.0% | +23.9% | -14.8% | +3.6% |
| 6M | +0.8% | +42.3% | -41.5% | -7.5% |
| YTD | -12.6% | +65.4% | -78.0% | -22.6% |
| 1Y | -16.1% | +70.3% | -86.5% | -26.5% |
| 3Y | +19.0% | +54.5% | -35.5% | +2.4% |
| All | +19.0% | +55.4% | -36.4% | +2.4% |
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