+31.8%
PCAR vs CLBK
+44.9%
-13.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | +0.1% | +0.6% | -0.6% | -0.1% |
| 30D | -4.6% | +2.9% | -7.4% | -5.3% |
| 3M | -22.6% | +3.0% | -25.5% | -23.4% |
| 6M | -12.0% | +27.3% | -39.2% | -18.3% |
| YTD | -6.1% | +58.0% | -64.1% | -18.6% |
| 1Y | +6.3% | +62.4% | -56.1% | -8.6% |
| 3Y | +31.8% | +46.9% | -15.1% | +13.7% |
| All | +31.8% | +44.9% | -13.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling