-79.1%
SPXS vs CLBK
+52.3%
-131.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +2.2% |
| 7D | +6.4% | -1.4% | +7.7% | +5.6% |
| 30D | +6.0% | +4.5% | +1.5% | +8.8% |
| 3M | -11.6% | +22.8% | -34.4% | -0.1% |
| 6M | -28.7% | +43.4% | -72.1% | -10.5% |
| YTD | -26.3% | +64.1% | -90.4% | +1.0% |
| 1Y | -34.9% | +67.6% | -102.5% | -8.8% |
| All | -79.1% | +52.3% | -131.4% | -68.5% |
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 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