+46.9%
PM vs CLBK
+65.7%
-18.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +4.3% | +4.6% | -0.3% | +3.8% |
| 30D | +11.5% | -1.5% | +13.0% | +11.6% |
| 3M | +13.0% | +4.4% | +8.7% | +12.0% |
| 6M | +25.9% | +31.7% | -5.8% | +20.8% |
| YTD | +34.0% | +58.7% | -24.7% | +25.7% |
| 1Y | +46.9% | +64.9% | -18.0% | +37.1% |
| All | +46.9% | +65.7% | -18.9% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling