+516.5%
PL vs CLBK
+54.0%
+462.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +10.0% | +0.9% | +9.1% | +9.6% |
| 30D | -2.3% | +3.4% | -5.7% | -4.1% |
| 3M | -44.2% | -4.3% | -39.9% | -42.7% |
| 6M | -66.1% | +28.4% | -94.5% | -71.0% |
| YTD | -30.0% | +59.4% | -89.4% | -49.2% |
| 1Y | +21.0% | +64.8% | -43.8% | -15.1% |
| 3Y | +516.5% | +50.6% | +465.9% | +368.0% |
| All | +516.5% | +54.0% | +462.6% | +368.0% |
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