+125.1%
PM vs CLBK
+43.5%
+81.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.4% |
| 30D | -2.6% | +7.8% | -10.3% | -3.3% |
| 3M | +5.8% | +23.9% | -18.1% | +3.7% |
| 6M | +10.6% | +42.3% | -31.8% | +6.9% |
| YTD | +17.2% | +65.4% | -48.2% | +11.8% |
| 1Y | +17.6% | +70.3% | -52.7% | +11.8% |
| 3Y | +124.3% | +54.5% | +69.8% | +112.9% |
| 5Y | +125.1% | +43.1% | +82.0% | +106.8% |
| All | +125.1% | +43.5% | +81.6% | +106.8% |
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