+38.5%
SW vs CLBK
+60.2%
-21.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | +12.1% | +4.6% | +7.5% | +11.1% |
| 30D | +6.6% | -1.5% | +8.1% | +6.9% |
| 3M | -6.0% | +4.4% | -10.4% | -6.8% |
| 6M | +21.5% | +31.7% | -10.2% | +15.1% |
| YTD | +20.3% | +58.7% | -38.4% | +10.2% |
| 1Y | +28.1% | +64.9% | -36.7% | +16.7% |
| 3Y | +51.6% | +45.3% | +6.3% | +39.2% |
| 5Y | -0.1% | +28.5% | -28.7% | -8.1% |
| All | +38.5% | +60.2% | -21.6% | +30.2% |
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