-69.4%
PL vs CLBK
+29.1%
-98.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.7% | -9.5% |
| 7D | -20.5% | +2.5% | -23.1% | -21.5% |
| 30D | -38.8% | -1.2% | -37.6% | -38.2% |
| 3M | -49.1% | +2.6% | -51.7% | -49.3% |
| 6M | -69.4% | +26.5% | -95.9% | -75.9% |
| All | -69.4% | +29.1% | -98.5% | -75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling