-35.8%
STZ vs CLBK
+43.4%
-79.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +11.8% | +2.5% | +9.3% | +11.4% |
| 30D | +26.0% | -1.2% | +27.1% | +26.2% |
| 3M | +11.5% | +2.6% | +8.9% | +11.1% |
| 6M | -2.0% | +26.5% | -28.4% | -5.3% |
| YTD | +7.9% | +56.4% | -48.6% | +1.1% |
| 1Y | +13.9% | +58.8% | -44.9% | +6.5% |
| All | -35.8% | +43.4% | -79.2% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling