+184.5%
PAAS vs CLBK
+62.9%
+121.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.6% |
| 7D | +8.8% | +1.8% | +7.0% | +8.6% |
| 30D | -8.5% | +5.1% | -13.5% | -9.0% |
| 3M | -17.0% | +5.2% | -22.2% | -17.5% |
| 6M | -27.9% | +28.6% | -56.5% | -30.0% |
| YTD | -17.5% | +61.4% | -78.9% | -22.0% |
| 1Y | +22.8% | +64.7% | -41.9% | +15.7% |
| 3Y | +224.2% | +55.1% | +169.1% | +204.0% |
| 5Y | +73.6% | +28.4% | +45.3% | +63.1% |
| All | +184.5% | +62.9% | +121.6% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling