+119.9%
STT vs CLBK
+61.7%
+58.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.4% |
| 7D | +5.1% | +2.5% | +2.7% | +3.8% |
| 30D | -0.2% | +3.7% | -3.9% | -2.2% |
| 3M | -8.1% | -3.3% | -4.9% | -6.7% |
| 6M | +16.6% | +29.6% | -13.0% | +0.1% |
| YTD | +37.8% | +60.3% | -22.4% | +4.3% |
| 1Y | +46.8% | +63.4% | -16.6% | +9.7% |
| 3Y | +181.2% | +53.8% | +127.3% | +106.3% |
| 5Y | +105.1% | +29.0% | +76.2% | +55.2% |
| All | +119.9% | +61.7% | +58.2% | +38.2% |
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