+358.2%
SPMO vs CLBK
+64.7%
+293.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +2.7% | -1.5% | +4.2% | +3.1% |
| 30D | +1.1% | +6.7% | -5.6% | -0.6% |
| 3M | +2.0% | +21.2% | -19.1% | -3.1% |
| 6M | +26.5% | +42.0% | -15.4% | +15.2% |
| YTD | +26.5% | +63.3% | -36.7% | +10.7% |
| 1Y | +27.9% | +65.4% | -37.5% | +11.2% |
| 3Y | +160.4% | +52.5% | +107.9% | +125.5% |
| 5Y | +151.5% | +42.0% | +109.5% | +110.8% |
| All | +358.2% | +64.7% | +293.5% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling