+66.7%
CLBK vs PEGA
-38.4%
+105.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -1.5% | -6.1% | +4.7% | -0.9% |
| 30D | +6.7% | +6.4% | +0.3% | +6.1% |
| 3M | +21.2% | +2.9% | +18.2% | +20.4% |
| 6M | +42.0% | -23.8% | +65.8% | +44.7% |
| YTD | +63.3% | -41.1% | +104.3% | +71.2% |
| All | +66.7% | -38.4% | +105.0% | +68.7% |
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