-66.8%
STLA vs CLBK
+63.3%
-130.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -4.9% | +2.9% | -7.8% | -6.1% |
| 30D | -4.9% | +5.4% | -10.3% | -7.1% |
| 3M | -23.7% | +5.8% | -29.4% | -25.9% |
| 6M | -45.0% | +28.9% | -73.9% | -51.3% |
| YTD | -60.9% | +61.8% | -122.7% | -69.0% |
| 1Y | -58.9% | +63.1% | -122.0% | -67.6% |
| 3Y | -74.4% | +55.3% | -129.8% | -80.2% |
| 5Y | -71.5% | +28.0% | -99.5% | -77.4% |
| All | -66.8% | +63.3% | -130.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling