+64.1%
PENG vs CLBK
+27.8%
+36.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.2% | +10.3% |
| 7D | +1.9% | +2.2% | -0.3% | +1.4% |
| 30D | -37.8% | +5.0% | -42.8% | -38.8% |
| 3M | -14.1% | +3.3% | -17.4% | -15.1% |
| 6M | +13.1% | +29.6% | -16.5% | +2.3% |
| YTD | +151.8% | +62.1% | +89.7% | +110.2% |
| 1Y | +136.0% | +64.3% | +71.6% | +96.0% |
| 3Y | +217.9% | +55.6% | +162.3% | +164.0% |
| 5Y | +64.1% | +29.3% | +34.8% | +37.9% |
| All | +64.1% | +27.8% | +36.3% | +37.9% |
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