+104.7%
PEG vs CLBK
+60.9%
+43.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +4.5% | +0.9% | +3.6% | +4.3% |
| 30D | +7.5% | +3.4% | +4.1% | +6.8% |
| 3M | +0.8% | -4.3% | +5.1% | +1.7% |
| 6M | 0.0% | +28.4% | -28.3% | -5.6% |
| YTD | -3.0% | +59.4% | -62.5% | -13.3% |
| 1Y | -4.7% | +64.8% | -69.6% | -15.5% |
| 3Y | +36.5% | +50.6% | -14.1% | +20.2% |
| 5Y | +44.4% | +28.3% | +16.1% | +27.7% |
| All | +104.7% | +60.9% | +43.8% | +59.5% |
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