+151.5%
PENG vs CLBK
+63.8%
+87.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.4% |
| 7D | +13.2% | +0.9% | +12.3% | +13.1% |
| 30D | -29.9% | +3.4% | -33.3% | -30.2% |
| 3M | -22.2% | -4.3% | -18.0% | -21.0% |
| 6M | -1.9% | +28.4% | -30.2% | -11.7% |
| YTD | +142.1% | +59.4% | +82.7% | +91.6% |
| 1Y | +151.5% | +64.8% | +86.7% | +96.3% |
| All | +151.5% | +63.8% | +87.7% | +96.3% |
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 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