+365.4%
STX vs CLBK
+73.3%
+292.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +1.2% | +1.1% | +2.5% |
| 30D | +1.4% | +9.1% | -7.7% | +2.3% |
| 3M | -8.2% | +27.7% | -35.9% | -5.3% |
| 6M | +127.0% | +40.8% | +86.2% | +132.2% |
| YTD | +209.1% | +66.4% | +142.8% | +221.4% |
| 1Y | +365.4% | +72.4% | +293.0% | +409.8% |
| All | +365.4% | +73.3% | +292.1% | +409.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling