+62.3%
PENG vs CLBK
+27.8%
+34.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | +13.2% | +0.9% | +12.3% | +13.0% |
| 30D | -29.9% | +3.4% | -33.3% | -30.7% |
| 3M | -22.2% | -4.3% | -18.0% | -21.2% |
| 6M | -1.9% | +28.4% | -30.2% | -11.0% |
| YTD | +142.1% | +59.4% | +82.7% | +103.3% |
| 1Y | +151.5% | +64.8% | +86.7% | +108.6% |
| 3Y | +206.9% | +50.6% | +156.3% | +157.4% |
| All | +62.3% | +27.8% | +34.5% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling