+35.0%
PR vs CLBK
+63.6%
-28.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.5% | +2.2% | -2.6% | -1.6% |
| 30D | -4.6% | +5.0% | -9.6% | -7.2% |
| 3M | +4.7% | +3.3% | +1.4% | +2.5% |
| 6M | +12.4% | +29.6% | -17.1% | -3.4% |
| YTD | +62.9% | +62.1% | +0.7% | +21.7% |
| 1Y | +70.6% | +64.3% | +6.2% | +26.0% |
| 3Y | +90.0% | +55.6% | +34.4% | +35.0% |
| 5Y | +255.5% | +29.3% | +226.3% | +155.4% |
| All | +35.0% | +63.6% | -28.6% | +3.1% |
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 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