-15.7%
STM vs CLBK
+24.6%
-40.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.1% |
| 7D | -10.7% | +0.6% | -11.4% | -10.9% |
| 30D | -25.7% | +2.9% | -28.6% | -26.5% |
| 3M | -21.6% | +3.0% | -24.5% | -22.4% |
| 6M | -27.8% | +27.3% | -55.1% | -33.6% |
| YTD | +61.8% | +58.0% | +3.8% | +38.7% |
| 1Y | +78.1% | +62.4% | +15.7% | +51.4% |
| 3Y | +4.9% | +46.9% | -42.0% | -10.3% |
| All | -15.7% | +24.6% | -40.3% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling