+423.8%
PBR vs CLBK
+64.7%
+359.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +0.3% | -1.5% | +1.8% | +1.0% |
| 30D | +17.5% | +6.7% | +10.9% | +14.0% |
| 3M | +20.9% | +21.2% | -0.3% | +10.5% |
| 6M | +20.2% | +42.0% | -21.7% | +1.9% |
| YTD | +84.3% | +63.3% | +21.0% | +45.2% |
| 1Y | +77.1% | +65.4% | +11.7% | +37.7% |
| 3Y | +100.8% | +52.5% | +48.3% | +51.1% |
| 5Y | +556.1% | +42.0% | +514.1% | +336.3% |
| All | +423.8% | +64.7% | +359.1% | +225.7% |
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