+150.0%
PM vs CLBK
+54.0%
+96.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +0.5% | +0.9% | -0.3% | +0.5% |
| 30D | -3.2% | +3.4% | -6.6% | -3.4% |
| 3M | +6.2% | -4.3% | +10.5% | +6.5% |
| 6M | +7.7% | +28.4% | -20.7% | +5.8% |
| YTD | +27.3% | +59.4% | -32.1% | +23.3% |
| 1Y | +32.8% | +64.8% | -32.0% | +28.4% |
| 3Y | +150.0% | +50.6% | +99.4% | +143.1% |
| All | +150.0% | +54.0% | +96.1% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling