+16.6%
STT vs CLBK
+28.0%
-11.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | +5.1% | +2.5% | +2.7% | +4.6% |
| 30D | -0.2% | +3.7% | -3.9% | -0.8% |
| 3M | -8.1% | -3.3% | -4.9% | -7.4% |
| 6M | +16.6% | +29.6% | -13.0% | +10.4% |
| All | +16.6% | +28.0% | -11.4% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling