-71.5%
STLA vs CLBK
+28.2%
-99.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -4.9% | +2.4% | -7.4% | -5.6% |
| 30D | -4.9% | +4.9% | -9.8% | -6.3% |
| 3M | -23.7% | +5.3% | -28.9% | -25.1% |
| 6M | -45.0% | +28.3% | -73.3% | -49.3% |
| YTD | -60.9% | +61.1% | -122.0% | -66.7% |
| 1Y | -58.9% | +62.4% | -121.3% | -65.0% |
| 3Y | -74.4% | +54.7% | -129.1% | -78.5% |
| 5Y | -71.5% | +27.4% | -99.0% | -76.2% |
| All | -71.5% | +28.2% | -99.7% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling