+95.6%
PENG vs CLBK
+68.0%
+27.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | -1.2% | -1.5% | +0.3% | -0.6% |
| 30D | -12.9% | -1.0% | -11.9% | -12.5% |
| 3M | -20.5% | +22.9% | -43.4% | -28.2% |
| 6M | +176.8% | +44.2% | +132.6% | +125.6% |
| YTD | +161.6% | +64.0% | +97.6% | +95.4% |
| 1Y | +95.6% | +65.7% | +30.0% | +50.7% |
| All | +95.6% | +68.0% | +27.7% | +50.7% |
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