+338.3%
SU vs CLBK
+43.5%
+294.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 6M | +19.7% | +44.2% | -24.5% | +13.2% |
| YTD | +58.4% | +64.0% | -5.6% | +46.4% |
| 1Y | +67.2% | +65.7% | +1.6% | +54.1% |
| 3Y | +125.0% | +54.1% | +71.0% | +106.5% |
| All | +338.3% | +43.5% | +294.8% | +257.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling