+239.1%
PM vs CLBK
+64.7%
+174.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -1.2% | -1.5% | +0.3% | -0.9% |
| 30D | -0.2% | +6.7% | -6.8% | -1.6% |
| 3M | +4.9% | +21.2% | -16.2% | +0.4% |
| 6M | +9.0% | +42.0% | -32.9% | +0.7% |
| YTD | +17.8% | +63.3% | -45.5% | +5.2% |
| 1Y | +16.8% | +65.4% | -48.6% | +3.7% |
| 3Y | +125.4% | +52.5% | +73.0% | +98.2% |
| 5Y | +128.7% | +42.0% | +86.7% | +93.0% |
| All | +239.1% | +64.7% | +174.3% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling