+30.9%
PM vs CLBK
+62.6%
-31.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | -1.3% | +3.7% | -5.0% | -1.7% |
| 3M | +6.5% | -3.3% | +9.8% | +6.9% |
| 6M | +7.0% | +29.6% | -22.7% | +2.9% |
| YTD | +25.8% | +60.3% | -34.5% | +17.9% |
| 1Y | +30.9% | +63.4% | -32.5% | +21.4% |
| All | +30.9% | +62.6% | -31.7% | +21.4% |
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