+530.7%
PH vs CLBK
+61.7%
+469.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | +7.4% | +2.5% | +4.9% | +6.1% |
| 30D | +0.5% | +3.7% | -3.2% | -1.5% |
| 3M | -10.2% | -3.3% | -7.0% | -9.1% |
| 6M | +8.9% | +29.6% | -20.7% | -5.5% |
| YTD | +9.7% | +60.3% | -50.6% | -15.3% |
| 1Y | +12.8% | +63.4% | -50.6% | -14.0% |
| 3Y | +134.6% | +53.8% | +80.8% | +76.1% |
| 5Y | +204.5% | +29.0% | +175.6% | +130.5% |
| All | +530.7% | +61.7% | +469.0% | +325.5% |
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