+537.1%
PL vs CLBK
+56.3%
+480.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +5.6% | +2.9% | +2.7% | +4.1% |
| 30D | -16.9% | +5.4% | -22.3% | -19.5% |
| 3M | -38.2% | +5.8% | -44.0% | -40.2% |
| 6M | -63.4% | +28.9% | -92.4% | -68.8% |
| YTD | -27.6% | +61.8% | -89.5% | -48.0% |
| 1Y | +6.6% | +63.1% | -56.5% | -24.3% |
| All | +537.1% | +56.3% | +480.7% | +379.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling