+40.5%
SW vs CLBK
+67.9%
-27.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | +1.2% | -6.3% | -5.3% |
| 30D | -4.6% | +9.1% | -13.7% | -6.2% |
| 3M | +9.4% | +27.7% | -18.3% | +4.2% |
| 6M | +3.5% | +40.8% | -37.3% | -3.1% |
| YTD | +22.0% | +66.4% | -44.4% | +10.8% |
| 1Y | +2.2% | +72.4% | -70.2% | -7.8% |
| 3Y | +19.6% | +50.7% | -31.1% | +8.9% |
| 5Y | -2.3% | +42.9% | -45.3% | -11.5% |
| All | +40.5% | +67.9% | -27.4% | +30.9% |
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 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