+79.3%
PR vs CLBK
+51.7%
+27.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | +18.0% | +9.1% | +8.9% | +15.6% |
| 3M | +16.9% | +27.7% | -10.8% | +10.1% |
| 6M | +28.2% | +40.8% | -12.6% | +17.5% |
| YTD | +69.3% | +66.4% | +2.9% | +47.5% |
| 1Y | +69.5% | +72.4% | -2.9% | +45.5% |
| All | +79.3% | +51.7% | +27.7% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling