-21.6%
PINS vs CLBK
+58.7%
-80.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -3.4% | +2.5% | -5.8% | -4.1% |
| 30D | -14.5% | +3.7% | -18.2% | -15.5% |
| 3M | -16.5% | -3.3% | -13.2% | -15.7% |
| 6M | -7.0% | +29.6% | -36.7% | -14.8% |
| YTD | -26.1% | +60.3% | -86.4% | -37.2% |
| 1Y | -30.0% | +63.4% | -93.4% | -40.9% |
| 3Y | -38.5% | +53.8% | -92.3% | -49.3% |
| 5Y | -58.4% | +29.0% | -87.4% | -64.7% |
| All | -21.6% | +58.7% | -80.4% | -38.1% |
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