+76.9%
SYK vs CLBK
+65.6%
+11.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -12.3% | -1.4% | -11.0% | -12.0% |
| 30D | -22.4% | +4.5% | -27.0% | -23.5% |
| 3M | -12.3% | +22.8% | -35.1% | -17.6% |
| 6M | -24.3% | +43.4% | -67.7% | -32.1% |
| YTD | -22.8% | +64.1% | -86.9% | -33.6% |
| 1Y | -28.8% | +67.6% | -96.3% | -39.4% |
| 3Y | -4.0% | +53.3% | -57.2% | -19.1% |
| 5Y | +3.8% | +44.8% | -41.0% | -16.9% |
| All | +76.9% | +65.6% | +11.3% | +30.3% |
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