+64.9%
CLBK vs PEGA
-44.4%
+109.3%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +4.6% | -2.9% | +7.4% | +4.7% |
| 30D | -1.5% | -0.5% | -1.0% | -1.5% |
| 3M | +4.4% | +8.5% | -4.1% | +3.7% |
| 6M | +31.7% | -6.3% | +37.9% | +31.2% |
| YTD | +58.7% | -42.2% | +100.9% | +57.3% |
| 1Y | +64.9% | -43.4% | +108.3% | +67.4% |
| All | +64.9% | -44.4% | +109.3% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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