+164.9%
STM vs CLBK
+64.7%
+100.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | +1.7% | -1.5% | +3.1% | +2.3% |
| 30D | -5.2% | +6.7% | -11.8% | -8.0% |
| 3M | -29.6% | +21.2% | -50.8% | -35.9% |
| 6M | +54.4% | +42.0% | +12.4% | +31.1% |
| YTD | +99.5% | +63.3% | +36.3% | +58.3% |
| 1Y | +100.8% | +65.4% | +35.4% | +58.0% |
| 3Y | +20.2% | +52.5% | -32.3% | -5.4% |
| 5Y | +21.1% | +42.0% | -20.8% | -9.5% |
| All | +164.9% | +64.7% | +100.1% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling