+130.1%
STM vs CLBK
+62.6%
+67.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -7.9% | +2.4% | -10.4% | -8.8% |
| 30D | -14.1% | +4.9% | -19.0% | -16.0% |
| 3M | -17.6% | +5.3% | -22.9% | -19.7% |
| 6M | -24.2% | +28.3% | -52.6% | -32.8% |
| YTD | +73.3% | +61.1% | +12.2% | +38.1% |
| 1Y | +90.1% | +62.4% | +27.7% | +50.9% |
| 3Y | +10.3% | +54.7% | -44.3% | -13.9% |
| 5Y | -5.7% | +27.4% | -33.2% | -24.2% |
| All | +130.1% | +62.6% | +67.5% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling