+21.0%
STM vs CLBK
+42.8%
-21.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +1.2% | +4.6% | +5.4% |
| 30D | -1.0% | +9.1% | -10.1% | -3.7% |
| 3M | -33.3% | +27.7% | -60.9% | -38.6% |
| 6M | +57.4% | +40.8% | +16.5% | +40.5% |
| YTD | +102.2% | +66.4% | +35.8% | +70.9% |
| 1Y | +99.6% | +72.4% | +27.2% | +66.7% |
| 3Y | +14.5% | +50.7% | -36.2% | -3.0% |
| All | +21.0% | +42.8% | -21.8% | +5.1% |
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