+165.4%
PENG vs CLBK
+67.9%
+97.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +4.5% | +1.2% | +3.3% | +3.9% |
| 30D | -7.1% | +9.1% | -16.2% | -11.4% |
| 3M | -27.3% | +27.7% | -54.9% | -37.3% |
| 6M | +169.6% | +40.8% | +128.8% | +120.2% |
| YTD | +164.6% | +66.4% | +98.2% | +96.3% |
| 1Y | +109.5% | +72.4% | +37.1% | +51.9% |
| 3Y | +98.9% | +50.7% | +48.2% | +49.8% |
| 5Y | +116.3% | +42.9% | +73.3% | +47.6% |
| All | +165.4% | +67.9% | +97.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling