+244.8%
PAAS vs CLBK
+67.9%
+176.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | +6.8% | +9.1% | -2.3% | +5.7% |
| 3M | -2.9% | +27.7% | -30.6% | -5.7% |
| 6M | -16.4% | +40.8% | -57.3% | -19.7% |
| YTD | 0.0% | +66.4% | -66.4% | -5.8% |
| 1Y | +54.3% | +72.4% | -18.1% | +44.4% |
| 3Y | +230.7% | +50.7% | +180.0% | +211.3% |
| 5Y | +111.6% | +42.9% | +68.7% | +94.1% |
| All | +244.8% | +67.9% | +176.9% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling