+215.5%
PCAR vs CLBK
+61.7%
+153.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.3% |
| 7D | +2.1% | +2.5% | -0.4% | +1.3% |
| 30D | -1.2% | +3.7% | -4.9% | -2.4% |
| 3M | -18.6% | -3.3% | -15.3% | -17.8% |
| 6M | -5.1% | +29.6% | -34.7% | -13.5% |
| YTD | -1.8% | +60.3% | -62.0% | -17.2% |
| 1Y | +10.6% | +63.4% | -52.8% | -7.4% |
| 3Y | +34.9% | +53.8% | -18.9% | +11.9% |
| 5Y | +114.0% | +29.0% | +85.0% | +79.4% |
| All | +215.5% | +61.7% | +153.7% | +137.4% |
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