+144.7%
STT vs CLBK
+67.9%
+76.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | +1.2% | -0.7% | -0.2% |
| 30D | +3.9% | +9.1% | -5.3% | -1.1% |
| 3M | +20.0% | +27.7% | -7.7% | +4.2% |
| 6M | +55.3% | +40.8% | +14.5% | +27.4% |
| YTD | +53.3% | +66.4% | -13.1% | +14.0% |
| 1Y | +74.7% | +72.4% | +2.3% | +26.3% |
| 3Y | +205.8% | +50.7% | +155.1% | +128.2% |
| 5Y | +145.0% | +42.9% | +102.1% | +71.4% |
| All | +144.7% | +67.9% | +76.8% | +51.0% |
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 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