+224.2%
PAAS vs CLBK
+51.8%
+172.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.7% |
| 7D | +8.8% | +1.8% | +7.0% | +8.7% |
| 30D | -8.5% | +5.1% | -13.5% | -8.9% |
| 3M | -17.0% | +5.2% | -22.2% | -17.4% |
| 6M | -27.9% | +28.6% | -56.5% | -29.5% |
| YTD | -17.5% | +61.4% | -78.9% | -20.9% |
| 1Y | +22.8% | +64.7% | -41.9% | +17.4% |
| 3Y | +224.2% | +55.1% | +169.1% | +210.6% |
| All | +224.2% | +51.8% | +172.4% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling