-17.5%
PINS vs CLBK
+63.8%
-81.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -5.2% | +1.1% | -6.4% | -5.6% |
| 30D | -14.9% | +7.8% | -22.7% | -17.1% |
| 3M | -8.4% | +23.9% | -32.3% | -14.7% |
| 6M | +0.6% | +42.3% | -41.7% | -10.4% |
| YTD | -22.2% | +65.4% | -87.6% | -34.4% |
| 1Y | -46.9% | +70.3% | -117.3% | -55.9% |
| 3Y | -26.9% | +54.5% | -81.4% | -39.6% |
| 5Y | -63.0% | +43.1% | -106.1% | -70.1% |
| All | -17.5% | +63.8% | -81.3% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling