+114.5%
PENG vs CLBK
+59.4%
+55.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +11.9% |
| 7D | -19.4% | +0.6% | -20.1% | -19.6% |
| 30D | -42.4% | +2.9% | -45.3% | -43.4% |
| 3M | -25.6% | +3.0% | -28.6% | -27.1% |
| 6M | +7.3% | +27.3% | -20.0% | -7.8% |
| YTD | +113.9% | +58.0% | +55.9% | +62.4% |
| 1Y | +93.6% | +62.4% | +31.2% | +44.6% |
| 3Y | +170.2% | +46.9% | +123.3% | +103.3% |
| 5Y | +44.2% | +25.3% | +18.9% | +9.0% |
| All | +114.5% | +59.4% | +55.1% | +30.2% |
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