+572.2%
PBR vs CLBK
+41.8%
+530.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +4.2% | -1.4% | +5.6% | +4.4% |
| 30D | +22.7% | +4.5% | +18.2% | +22.0% |
| 3M | +21.5% | +22.8% | -1.3% | +18.1% |
| 6M | +24.0% | +43.4% | -19.4% | +17.8% |
| YTD | +88.2% | +64.1% | +24.1% | +74.7% |
| 1Y | +74.8% | +67.6% | +7.3% | +61.4% |
| 3Y | +105.1% | +53.3% | +51.9% | +88.8% |
| 5Y | +572.2% | +44.8% | +527.4% | +443.5% |
| All | +572.2% | +41.8% | +530.4% | +443.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling