+16.8%
PM vs CLBK
+67.6%
-50.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | -0.2% | +6.7% | -6.8% | -0.6% |
| 3M | +4.9% | +21.2% | -16.2% | +3.5% |
| 6M | +9.0% | +42.0% | -32.9% | +7.1% |
| YTD | +17.8% | +63.3% | -45.5% | +16.0% |
| 1Y | +16.8% | +65.4% | -48.6% | +15.6% |
| All | +16.8% | +67.6% | -50.8% | +15.6% |
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 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