+352.1%
SPMO vs CLBK
+65.5%
+286.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.9% | -1.5% | +0.5% | -0.6% |
| 30D | -1.9% | -1.0% | -0.9% | -1.7% |
| 3M | -1.4% | +22.9% | -24.3% | -6.7% |
| 6M | +25.5% | +44.2% | -18.7% | +13.8% |
| YTD | +24.8% | +64.0% | -39.1% | +9.1% |
| 1Y | +24.5% | +65.7% | -41.2% | +8.1% |
| 3Y | +157.1% | +54.1% | +103.1% | +122.1% |
| 5Y | +149.5% | +44.7% | +104.8% | +107.6% |
| All | +352.1% | +65.5% | +286.7% | +256.6% |
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 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