-58.7%
STLA vs CLBK
+64.7%
-123.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | +0.4% | -1.5% | +1.8% | +1.0% |
| 30D | -5.2% | +6.7% | -11.9% | -8.1% |
| 3M | -24.9% | +21.2% | -46.0% | -31.4% |
| 6M | -25.2% | +42.0% | -67.1% | -36.4% |
| YTD | -51.4% | +63.3% | -114.7% | -61.6% |
| 1Y | -40.7% | +65.4% | -106.1% | -53.4% |
| 3Y | -66.3% | +52.5% | -118.7% | -73.5% |
| 5Y | -63.2% | +42.0% | -105.2% | -72.8% |
| All | -58.7% | +64.7% | -123.5% | -73.0% |
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