+75.2%
STX vs CLBK
+62.6%
+12.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -17.3% | +2.9% | -20.2% | -17.1% |
| 30D | -35.9% | +5.4% | -41.3% | -35.6% |
| 3M | -37.3% | +5.8% | -43.1% | -36.8% |
| 6M | -35.8% | +28.9% | -64.7% | -34.8% |
| YTD | +82.7% | +61.8% | +20.9% | +81.3% |
| All | +75.2% | +62.6% | +12.6% | +78.0% |
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 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