+262.2%
PCAR vs CLBK
+66.9%
+195.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -7.7% | +7.8% | -15.5% | -10.1% |
| 3M | +3.7% | +23.9% | -20.2% | -3.9% |
| 6M | +2.3% | +42.3% | -40.0% | -9.7% |
| YTD | +12.8% | +65.4% | -52.6% | -5.8% |
| 1Y | +27.8% | +70.3% | -42.6% | +5.3% |
| 3Y | +61.8% | +54.5% | +7.3% | +34.1% |
| 5Y | +168.2% | +43.1% | +125.1% | +114.2% |
| All | +262.2% | +66.9% | +195.3% | +169.9% |
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