+31.7%
PEG vs CLBK
+51.6%
-19.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -0.1% | -1.5% | +1.4% | +0.1% |
| 30D | -1.7% | +6.7% | -8.4% | -2.4% |
| 3M | -6.8% | +21.2% | -27.9% | -8.7% |
| 6M | -11.4% | +42.0% | -53.3% | -14.7% |
| YTD | -7.2% | +63.3% | -70.5% | -12.3% |
| 1Y | -6.1% | +65.4% | -71.5% | -11.5% |
| All | +31.7% | +51.6% | -19.8% | +22.2% |
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