-22.3%
SYK vs CLBK
+73.3%
-95.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.3% | +1.2% | -9.5% | -8.5% |
| 30D | -10.1% | +9.1% | -19.2% | -11.3% |
| 3M | +0.9% | +27.7% | -26.8% | -3.1% |
| 6M | -20.2% | +40.8% | -61.0% | -24.3% |
| YTD | -13.3% | +66.4% | -79.7% | -19.0% |
| 1Y | -22.3% | +72.4% | -94.7% | -28.4% |
| All | -22.3% | +73.3% | -95.6% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling