+125.0%
SU vs CLBK
+52.2%
+72.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | -1.5% | +3.7% | +2.4% |
| 30D | +8.4% | -1.0% | +9.5% | +8.6% |
| 3M | +12.1% | +22.9% | -10.8% | +9.6% |
| 6M | +19.7% | +44.2% | -24.5% | +14.6% |
| YTD | +58.4% | +64.0% | -5.6% | +48.6% |
| 1Y | +67.2% | +65.7% | +1.6% | +56.4% |
| 3Y | +125.0% | +54.1% | +71.0% | +110.9% |
| All | +125.0% | +52.2% | +72.8% | +110.9% |
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