+31.4%
PR vs CLBK
+63.3%
-32.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.8% |
| 7D | -9.5% | +2.9% | -12.4% | -10.9% |
| 30D | -5.7% | +5.4% | -11.1% | -8.4% |
| 3M | +3.0% | +5.8% | -2.8% | -0.5% |
| 6M | +11.8% | +28.9% | -17.1% | -3.7% |
| YTD | +58.5% | +61.8% | -3.4% | +18.5% |
| 1Y | +69.9% | +63.1% | +6.8% | +26.0% |
| 3Y | +84.9% | +55.3% | +29.6% | +31.5% |
| 5Y | +246.4% | +28.0% | +218.5% | +151.2% |
| All | +31.4% | +63.3% | -32.0% | +0.5% |
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