+83.6%
PPL vs CLBK
+62.9%
+20.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.8% |
| 7D | -1.2% | +1.8% | -3.0% | -1.7% |
| 30D | +4.2% | +5.1% | -0.9% | +3.0% |
| 3M | +1.5% | +5.2% | -3.7% | +0.1% |
| 6M | +1.0% | +28.6% | -27.5% | -5.4% |
| YTD | +4.4% | +61.4% | -57.0% | -8.1% |
| 1Y | +0.8% | +64.7% | -63.9% | -11.9% |
| 3Y | +56.5% | +55.1% | +1.3% | +34.5% |
| 5Y | +47.7% | +28.4% | +19.3% | +28.4% |
| All | +83.6% | +62.9% | +20.7% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling