+140.5%
STM vs CLBK
+60.9%
+79.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +12.0% | +0.9% | +11.1% | +11.6% |
| 30D | -0.4% | +3.4% | -3.8% | -1.9% |
| 3M | -13.2% | -4.3% | -8.9% | -11.7% |
| 6M | -26.1% | +28.4% | -54.4% | -34.5% |
| YTD | +81.2% | +59.4% | +21.8% | +45.0% |
| 1Y | +98.3% | +64.8% | +33.5% | +56.3% |
| 3Y | +16.7% | +50.6% | -33.9% | -7.7% |
| 5Y | -4.8% | +28.3% | -33.1% | -24.0% |
| All | +140.5% | +60.9% | +79.7% | +70.8% |
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