+3.9%
PEP vs CLBK
+43.5%
-39.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +0.7% | +7.8% | -7.1% | +0.1% |
| 3M | -0.5% | +23.9% | -24.4% | -2.1% |
| 6M | -11.3% | +42.3% | -53.6% | -13.6% |
| YTD | -0.6% | +65.4% | -66.0% | -4.3% |
| 1Y | +1.7% | +70.3% | -68.7% | -2.4% |
| 3Y | -12.5% | +54.5% | -66.9% | -16.0% |
| 5Y | +3.9% | +43.1% | -39.2% | -0.3% |
| All | +3.9% | +43.5% | -39.6% | -0.3% |
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