+26.8%
PFE vs CLBK
+62.6%
-35.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +5.3% | +4.9% | +0.4% | +4.4% |
| 3M | +10.1% | +5.3% | +4.8% | +8.9% |
| 6M | +18.0% | +28.3% | -10.3% | +12.4% |
| YTD | +25.8% | +61.1% | -35.3% | +14.7% |
| 1Y | +28.4% | +62.4% | -33.9% | +16.9% |
| 3Y | +20.9% | +54.7% | -33.7% | +8.2% |
| 5Y | -21.5% | +27.4% | -48.9% | -28.1% |
| All | +26.8% | +62.6% | -35.7% | +2.5% |
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 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