-7.4%
PEG vs CLBK
+65.7%
-73.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +1.0% | +4.6% | -3.6% | +1.0% |
| 30D | +6.6% | -1.5% | +8.1% | +6.5% |
| 3M | -3.1% | +4.4% | -7.5% | -3.1% |
| 6M | -7.4% | +31.7% | -39.0% | -6.9% |
| YTD | -6.4% | +58.7% | -65.1% | -4.4% |
| 1Y | -7.4% | +64.9% | -72.3% | -4.1% |
| All | -7.4% | +65.7% | -73.2% | -4.1% |
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