-69.9%
STLA vs CLBK
+61.7%
-131.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -4.9% | -5.6% |
| 7D | -13.1% | +2.5% | -15.5% | -14.0% |
| 30D | -13.3% | +3.7% | -16.9% | -14.7% |
| 3M | -27.9% | -3.3% | -24.6% | -27.0% |
| 6M | -47.8% | +29.6% | -77.5% | -53.9% |
| YTD | -64.6% | +60.3% | -124.8% | -71.8% |
| 1Y | -64.0% | +63.4% | -127.4% | -71.6% |
| 3Y | -76.8% | +53.8% | -130.7% | -81.9% |
| 5Y | -74.2% | +29.0% | -103.1% | -79.6% |
| All | -69.9% | +61.7% | -131.6% | -80.2% |
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 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