+21.1%
PL vs CLBK
+24.6%
-3.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +9.9% |
| 7D | -6.8% | +0.6% | -7.5% | -7.1% |
| 30D | -29.3% | +2.9% | -32.2% | -30.3% |
| 3M | -44.8% | +3.0% | -47.7% | -45.5% |
| 6M | -68.4% | +27.3% | -95.7% | -71.9% |
| YTD | -36.4% | +58.0% | -94.4% | -49.9% |
| 1Y | +0.7% | +62.4% | -61.7% | -22.0% |
| 3Y | +455.3% | +46.9% | +408.4% | +354.1% |
| All | +21.1% | +24.6% | -3.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling