+128.9%
PENG vs CLBK
+63.3%
+65.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | -16.1% | +2.9% | -19.0% | -17.1% |
| 30D | -41.5% | +5.4% | -46.9% | -43.2% |
| 3M | -19.1% | +5.8% | -24.9% | -21.8% |
| 6M | +0.9% | +28.9% | -28.0% | -13.8% |
| YTD | +128.2% | +61.8% | +66.4% | +71.2% |
| 1Y | +98.6% | +63.1% | +35.5% | +48.2% |
| 3Y | +188.2% | +55.3% | +132.8% | +109.9% |
| 5Y | +55.5% | +28.0% | +27.5% | +16.5% |
| All | +128.9% | +63.3% | +65.6% | +37.3% |
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