+103.3%
PENG vs CLBK
+63.6%
+39.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.8% |
| 7D | -3.8% | +1.8% | -5.6% | -4.1% |
| 30D | -40.1% | +5.1% | -45.2% | -40.6% |
| 3M | -21.8% | +5.2% | -27.0% | -22.2% |
| 6M | +3.3% | +28.6% | -25.2% | -7.9% |
| YTD | +133.6% | +61.4% | +72.2% | +78.0% |
| All | +103.3% | +63.6% | +39.7% | +53.0% |
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