+74.1%
PEP vs CLBK
+64.7%
+9.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | +0.3% | +6.7% | -6.4% | -0.8% |
| 3M | -3.2% | +21.2% | -24.4% | -6.5% |
| 6M | -13.6% | +42.0% | -55.5% | -18.9% |
| YTD | -1.9% | +63.3% | -65.1% | -10.3% |
| 1Y | -0.6% | +65.4% | -66.0% | -9.6% |
| 3Y | -13.6% | +52.5% | -66.1% | -21.9% |
| 5Y | +3.2% | +42.0% | -38.7% | -9.3% |
| All | +74.1% | +64.7% | +9.4% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling