+44.1%
PL vs CLBK
+33.9%
+10.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +5.6% | +2.9% | +2.7% | +4.5% |
| 30D | -16.9% | +5.4% | -22.3% | -18.9% |
| 3M | -38.2% | +5.8% | -44.0% | -39.7% |
| 6M | -63.4% | +28.9% | -92.4% | -67.5% |
| YTD | -27.6% | +61.8% | -89.5% | -42.9% |
| 1Y | +6.6% | +63.1% | -56.5% | -16.5% |
| 3Y | +557.6% | +55.3% | +502.3% | +433.0% |
| 5Y | +39.5% | +28.0% | +11.5% | +16.1% |
| All | +44.1% | +33.9% | +10.2% | +19.8% |
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