+122.5%
PM vs CLBK
+57.4%
+65.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | -3.4% | +9.1% | -12.5% | -4.1% |
| 3M | +5.2% | +27.7% | -22.5% | +3.2% |
| 6M | +3.7% | +40.8% | -37.1% | +1.0% |
| YTD | +15.8% | +66.4% | -50.6% | +11.5% |
| 1Y | +17.4% | +72.4% | -55.0% | +12.8% |
| All | +122.5% | +57.4% | +65.1% | +113.8% |
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