+107.8%
PENG vs CLBK
+42.8%
+65.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +4.5% | +1.2% | +3.3% | +4.1% |
| 30D | -7.1% | +9.1% | -16.2% | -9.8% |
| 3M | -27.3% | +27.7% | -54.9% | -33.8% |
| 6M | +169.6% | +40.8% | +128.8% | +137.0% |
| YTD | +164.6% | +66.4% | +98.2% | +119.0% |
| 1Y | +109.5% | +72.4% | +37.1% | +71.2% |
| 3Y | +98.9% | +50.7% | +48.2% | +66.4% |
| All | +107.8% | +42.8% | +65.1% | +68.9% |
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