+162.6%
PM vs CLBK
+27.8%
+134.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +6.2% | -4.3% | +10.5% | +6.6% |
| 6M | +7.7% | +28.4% | -20.7% | +5.2% |
| YTD | +27.3% | +59.4% | -32.1% | +22.0% |
| 1Y | +32.8% | +64.8% | -32.0% | +26.8% |
| 3Y | +150.0% | +50.6% | +99.4% | +138.3% |
| All | +162.6% | +27.8% | +134.8% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling