+533.8%
PH vs CLBK
+67.9%
+465.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | -3.2% | +9.1% | -12.4% | -7.5% |
| 3M | +10.6% | +27.7% | -17.1% | -2.9% |
| 6M | -2.1% | +40.8% | -43.0% | -18.4% |
| YTD | +10.2% | +66.4% | -56.2% | -16.2% |
| 1Y | +28.2% | +72.4% | -44.2% | -5.1% |
| 3Y | +134.9% | +50.7% | +84.2% | +79.6% |
| 5Y | +253.6% | +42.9% | +210.7% | +148.0% |
| All | +533.8% | +67.9% | +465.9% | +321.0% |
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