+104.3%
PBR vs CLBK
+52.3%
+51.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +4.2% | -1.4% | +5.6% | +4.3% |
| 30D | +22.7% | +4.5% | +18.2% | +22.3% |
| 3M | +21.5% | +22.8% | -1.3% | +19.4% |
| 6M | +24.0% | +43.4% | -19.4% | +20.0% |
| YTD | +88.2% | +64.1% | +24.1% | +79.0% |
| 1Y | +74.8% | +67.6% | +7.3% | +65.7% |
| All | +104.3% | +52.3% | +51.9% | +92.5% |
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