+155.8%
STT vs CLBK
+43.7%
+112.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +2.2% | +1.1% | +1.0% | +1.7% |
| 30D | +3.9% | +7.8% | -3.9% | +0.9% |
| 3M | +19.2% | +23.9% | -4.7% | +9.4% |
| 6M | +60.4% | +42.3% | +18.1% | +39.3% |
| YTD | +51.5% | +65.4% | -13.9% | +23.7% |
| 1Y | +76.3% | +70.3% | +6.0% | +41.7% |
| 3Y | +200.7% | +54.5% | +146.3% | +145.1% |
| All | +155.8% | +43.7% | +112.1% | +96.0% |
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