+227.7%
SPYM vs CLBK
+65.5%
+162.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | -1.1% | -1.0% | 0.0% | -0.8% |
| 3M | +3.9% | +22.9% | -19.0% | -2.4% |
| 6M | +13.6% | +44.2% | -30.6% | +1.7% |
| YTD | +12.7% | +64.0% | -51.2% | -3.1% |
| 1Y | +17.6% | +65.7% | -48.1% | +0.3% |
| 3Y | +77.2% | +54.1% | +23.2% | +50.1% |
| 5Y | +84.1% | +44.7% | +39.4% | +49.6% |
| All | +227.7% | +65.5% | +162.3% | +149.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling