+0.9%
SW vs CLBK
+27.5%
-26.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +2.9% | -0.7% | +1.5% |
| 30D | +7.4% | +5.4% | +2.1% | +6.2% |
| 3M | -5.9% | +5.8% | -11.7% | -7.2% |
| 6M | +9.0% | +28.9% | -19.9% | +2.7% |
| YTD | +18.1% | +61.8% | -43.7% | +6.2% |
| 1Y | +28.7% | +63.1% | -34.4% | +15.5% |
| 3Y | +48.8% | +55.3% | -6.6% | +33.4% |
| All | +0.9% | +27.5% | -26.6% | -5.0% |
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