+87.0%
PR vs CLBK
+65.7%
+21.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.5% |
| 7D | -12.1% | +4.6% | -16.7% | -11.9% |
| 30D | +0.9% | -1.5% | +2.4% | +0.8% |
| 3M | +10.1% | +4.4% | +5.8% | +10.8% |
| 6M | +1.1% | +31.7% | -30.6% | +4.3% |
| YTD | +63.7% | +58.7% | +5.0% | +69.1% |
| 1Y | +87.0% | +64.9% | +22.2% | +96.1% |
| All | +87.0% | +65.7% | +21.3% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling