+226.9%
SPYM vs CLBK
+65.5%
+161.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.0% | -1.5% | +0.4% | -0.6% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | +3.6% | +22.9% | -19.3% | -2.7% |
| 6M | +13.3% | +44.2% | -30.9% | +1.5% |
| YTD | +12.4% | +64.0% | -51.5% | -3.4% |
| 1Y | +17.3% | +65.7% | -48.4% | 0.0% |
| 3Y | +76.8% | +54.1% | +22.7% | +49.7% |
| 5Y | +83.6% | +44.7% | +38.9% | +49.2% |
| All | +226.9% | +65.5% | +161.4% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling