+49.3%
SW vs CLBK
+43.4%
+5.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +4.7% | +2.5% | +2.1% | +3.8% |
| 30D | +5.0% | -1.2% | +6.2% | +5.4% |
| 3M | -7.3% | +2.6% | -9.9% | -8.3% |
| 6M | +15.0% | +26.5% | -11.5% | +5.6% |
| YTD | +18.5% | +56.4% | -37.9% | +1.6% |
| 1Y | +27.1% | +58.8% | -31.7% | +8.5% |
| All | +49.3% | +43.4% | +5.9% | +25.3% |
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 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