+11.5%
PH vs CLBK
+29.2%
-17.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +6.9% | +2.2% | +4.7% | +6.8% |
| 30D | +1.7% | +5.0% | -3.3% | +1.7% |
| 3M | -8.1% | +3.3% | -11.4% | -7.8% |
| 6M | +11.5% | +29.6% | -18.1% | +8.7% |
| All | +11.5% | +29.2% | -17.7% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling