+5.0%
SYK vs CLBK
+43.6%
-38.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -12.3% | -1.4% | -11.0% | -12.1% |
| 30D | -22.4% | +4.5% | -27.0% | -23.0% |
| 3M | -12.3% | +22.8% | -35.1% | -15.2% |
| 6M | -24.3% | +43.4% | -67.7% | -28.4% |
| YTD | -22.8% | +64.1% | -86.9% | -28.5% |
| 1Y | -28.8% | +67.6% | -96.3% | -34.4% |
| 3Y | -4.0% | +53.3% | -57.2% | -12.1% |
| All | +5.0% | +43.6% | -38.6% | -6.2% |
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 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