+83.0%
PL vs CLBK
+37.7%
+45.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.3% | +1.2% | -10.5% | -9.8% |
| 30D | -18.9% | +9.1% | -28.1% | -22.0% |
| 3M | -58.4% | +27.7% | -86.1% | -62.9% |
| 6M | -30.3% | +40.8% | -71.1% | -40.6% |
| YTD | -8.1% | +66.4% | -74.5% | -28.4% |
| 1Y | +180.5% | +72.4% | +108.1% | +113.0% |
| 3Y | +444.1% | +50.7% | +393.5% | +342.0% |
| 5Y | +83.0% | +42.9% | +40.1% | +50.0% |
| All | +83.0% | +37.7% | +45.3% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling