+13.4%
PCAR vs CLBK
+62.9%
-49.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.6% |
| 30D | +0.3% | +5.0% | -4.6% | -1.0% |
| 3M | -17.9% | +3.3% | -21.2% | -18.8% |
| 6M | -3.4% | +29.6% | -33.0% | -11.1% |
| YTD | -0.1% | +62.1% | -62.2% | -15.7% |
| 1Y | +13.4% | +64.3% | -50.9% | -6.0% |
| All | +13.4% | +62.9% | -49.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling