+1,075.1%
STX vs CLBK
+63.3%
+1,011.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -17.3% | +2.9% | -20.2% | -17.9% |
| 30D | -35.9% | +5.4% | -41.3% | -37.0% |
| 3M | -37.3% | +5.8% | -43.1% | -38.5% |
| 6M | -35.8% | +28.9% | -64.7% | -41.2% |
| YTD | +82.7% | +61.8% | +20.9% | +55.2% |
| 1Y | +71.6% | +63.1% | +8.5% | +45.1% |
| 3Y | +635.3% | +55.3% | +579.9% | +510.1% |
| 5Y | +483.8% | +28.0% | +455.8% | +390.5% |
| All | +1,075.1% | +63.3% | +1,011.8% | +716.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling