+1,973.7%
STX vs CLBK
+64.7%
+1,909.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.6% |
| 7D | +9.6% | -1.5% | +11.0% | +10.1% |
| 30D | +10.6% | +6.7% | +3.9% | +8.5% |
| 3M | +4.8% | +21.2% | -16.4% | -1.6% |
| 6M | +137.3% | +42.0% | +95.3% | +111.3% |
| YTD | +222.5% | +63.3% | +159.2% | +173.8% |
| 1Y | +366.2% | +65.4% | +300.8% | +291.5% |
| 3Y | +1,352.9% | +52.5% | +1,300.4% | +1,116.0% |
| 5Y | +1,077.4% | +42.0% | +1,035.5% | +833.7% |
| All | +1,973.7% | +64.7% | +1,909.0% | +1,340.3% |
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