+148.1%
PLD vs CLBK
+59.4%
+88.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.3% | +2.9% | -3.1% | -1.2% |
| 3M | -8.0% | +3.0% | -11.0% | -9.1% |
| 6M | -9.8% | +27.3% | -37.1% | -17.1% |
| YTD | +1.8% | +58.0% | -56.2% | -13.3% |
| 1Y | +5.6% | +62.4% | -56.8% | -11.0% |
| 3Y | +33.3% | +46.9% | -13.7% | +13.0% |
| 5Y | +0.3% | +25.3% | -25.0% | -14.1% |
| All | +148.1% | +59.4% | +88.7% | +82.6% |
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