+148.2%
SPMO vs CLBK
+41.8%
+106.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | +0.1% | -1.4% | +1.4% | +0.3% |
| 30D | -0.7% | +4.5% | -5.2% | -1.4% |
| 3M | +2.8% | +22.8% | -20.0% | -0.8% |
| 6M | +24.4% | +43.4% | -19.0% | +16.8% |
| YTD | +24.2% | +64.1% | -39.9% | +13.7% |
| 1Y | +24.5% | +67.6% | -43.1% | +13.3% |
| 3Y | +155.6% | +53.3% | +102.3% | +132.7% |
| 5Y | +148.2% | +44.8% | +103.4% | +115.5% |
| All | +148.2% | +41.8% | +106.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling