+110.6%
SPOT vs CLBK
+41.8%
+68.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -6.9% | -1.4% | -5.5% | -6.7% |
| 30D | +4.1% | +4.5% | -0.4% | +3.7% |
| 3M | +3.7% | +22.8% | -19.1% | +1.7% |
| 6M | -1.6% | +43.4% | -45.0% | -4.9% |
| YTD | -10.2% | +64.1% | -74.3% | -14.4% |
| 1Y | -25.9% | +67.6% | -93.5% | -29.8% |
| 3Y | +235.6% | +53.3% | +182.3% | +217.5% |
| 5Y | +110.6% | +44.8% | +65.8% | +93.7% |
| All | +110.6% | +41.8% | +68.7% | +93.7% |
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