+430.6%
PBR vs CLBK
+65.5%
+365.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -1.5% | +6.8% | +6.0% |
| 30D | +22.9% | -1.0% | +23.9% | +23.3% |
| 3M | +19.6% | +22.9% | -3.3% | +8.7% |
| 6M | +16.5% | +44.2% | -27.7% | -2.0% |
| YTD | +86.7% | +64.0% | +22.7% | +46.8% |
| 1Y | +74.7% | +65.7% | +9.0% | +35.8% |
| 3Y | +102.6% | +54.1% | +48.5% | +51.6% |
| 5Y | +566.6% | +44.7% | +521.9% | +335.6% |
| All | +430.6% | +65.5% | +365.1% | +229.3% |
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