-56.6%
STLA vs CLBK
+67.9%
-124.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | +1.2% | +1.4% | +2.0% |
| 30D | -1.2% | +9.1% | -10.4% | -5.2% |
| 3M | -24.8% | +27.7% | -52.4% | -32.9% |
| 6M | -25.6% | +40.8% | -66.4% | -36.5% |
| YTD | -48.9% | +66.4% | -115.3% | -60.0% |
| 1Y | -38.8% | +72.4% | -111.1% | -52.8% |
| 3Y | -64.5% | +50.7% | -115.2% | -72.0% |
| 5Y | -62.4% | +42.9% | -105.4% | -72.1% |
| All | -56.6% | +67.9% | -124.5% | -71.9% |
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