+66.4%
CLBK vs PTEN
-21.7%
+88.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +7.8% | +29.3% | -21.5% | +3.6% |
| 3M | +23.9% | +7.2% | +16.6% | +21.8% |
| 6M | +42.3% | +43.5% | -1.2% | +32.8% |
| YTD | +65.4% | +113.2% | -47.8% | +45.0% |
| 1Y | +70.3% | +135.1% | -64.7% | +46.5% |
| 3Y | +54.5% | -4.8% | +59.3% | +47.5% |
| 5Y | +43.1% | +94.6% | -51.5% | +17.1% |
| All | +66.4% | -21.7% | +88.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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