+96.5%
STM vs CLBK
+65.7%
+30.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.3% |
| 7D | -6.0% | +4.6% | -10.6% | -7.2% |
| 30D | -20.9% | -1.5% | -19.4% | -20.5% |
| 3M | -15.8% | +4.4% | -20.1% | -16.8% |
| 6M | -17.0% | +31.7% | -48.7% | -26.1% |
| YTD | +76.8% | +58.7% | +18.1% | +46.5% |
| 1Y | +96.5% | +64.9% | +31.6% | +57.0% |
| All | +96.5% | +65.7% | +30.7% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling