+146.9%
SU vs CLBK
+65.5%
+81.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | -1.5% | +3.7% | +2.8% |
| 30D | +8.4% | -1.0% | +9.5% | +8.8% |
| 3M | +12.1% | +22.9% | -10.8% | +3.3% |
| 6M | +19.7% | +44.2% | -24.5% | +3.3% |
| YTD | +58.4% | +64.0% | -5.6% | +29.1% |
| 1Y | +67.2% | +65.7% | +1.6% | +34.8% |
| 3Y | +125.0% | +54.1% | +71.0% | +77.3% |
| 5Y | +355.1% | +44.7% | +310.4% | +224.1% |
| All | +146.9% | +65.5% | +81.4% | +60.4% |
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