+75.3%
PEP vs CLBK
+67.9%
+7.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | +0.2% | +9.1% | -8.9% | -1.3% |
| 3M | -1.1% | +27.7% | -28.8% | -5.3% |
| 6M | -13.5% | +40.8% | -54.3% | -18.6% |
| YTD | -1.2% | +66.4% | -67.6% | -10.0% |
| 1Y | -1.6% | +72.4% | -73.9% | -11.1% |
| 3Y | -12.5% | +50.7% | -63.2% | -20.6% |
| 5Y | +3.0% | +42.9% | -39.9% | -9.4% |
| All | +75.3% | +67.9% | +7.4% | +36.0% |
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