+119.6%
STT vs CLBK
+60.9%
+58.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.8% | +0.9% | +3.9% | +4.3% |
| 30D | +3.9% | +3.4% | +0.5% | +2.0% |
| 3M | -8.2% | -4.3% | -3.9% | -6.2% |
| 6M | +15.6% | +28.4% | -12.7% | -0.2% |
| YTD | +37.6% | +59.4% | -21.8% | +4.5% |
| 1Y | +50.1% | +64.8% | -14.7% | +11.6% |
| 3Y | +183.1% | +50.6% | +132.5% | +110.5% |
| 5Y | +104.8% | +28.3% | +76.6% | +55.5% |
| All | +119.6% | +60.9% | +58.8% | +38.4% |
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 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