-62.1%
STLA vs CLBK
+43.5%
-105.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -2.4% | +7.8% | -10.1% | -4.7% |
| 3M | -23.9% | +23.9% | -47.7% | -29.0% |
| 6M | -24.6% | +42.3% | -66.9% | -32.7% |
| YTD | -50.5% | +65.4% | -115.9% | -58.1% |
| 1Y | -39.8% | +70.3% | -110.2% | -49.6% |
| 3Y | -65.6% | +54.5% | -120.1% | -71.1% |
| 5Y | -62.1% | +43.1% | -105.2% | -69.4% |
| All | -62.1% | +43.5% | -105.6% | -69.4% |
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