+147.6%
SU vs CLBK
+64.7%
+82.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.6% | -1.5% | +3.0% | +2.1% |
| 30D | +10.7% | +6.7% | +4.1% | +8.0% |
| 3M | +13.5% | +21.2% | -7.7% | +5.2% |
| 6M | +21.8% | +42.0% | -20.2% | +5.8% |
| YTD | +58.8% | +63.3% | -4.4% | +29.6% |
| 1Y | +72.0% | +65.4% | +6.6% | +38.8% |
| 3Y | +121.7% | +52.5% | +69.2% | +75.5% |
| 5Y | +350.4% | +42.0% | +308.4% | +225.4% |
| All | +147.6% | +64.7% | +82.8% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling