+21.0%
PL vs CLBK
+63.8%
-42.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +10.0% | +0.9% | +9.1% | +10.0% |
| 30D | -2.3% | +3.4% | -5.7% | -2.1% |
| 3M | -44.2% | -4.3% | -39.9% | -44.4% |
| 6M | -66.1% | +28.4% | -94.5% | -63.8% |
| YTD | -30.0% | +59.4% | -89.4% | -16.8% |
| 1Y | +21.0% | +64.8% | -43.8% | +48.9% |
| All | +21.0% | +63.8% | -42.8% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling