+84.9%
PR vs CLBK
+53.8%
+31.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -9.5% | +2.4% | -11.9% | -10.0% |
| 30D | -5.7% | +4.9% | -10.6% | -6.8% |
| 3M | +3.0% | +5.3% | -2.3% | +1.6% |
| 6M | +11.8% | +28.3% | -16.5% | +4.9% |
| YTD | +58.5% | +61.1% | -2.6% | +38.8% |
| 1Y | +69.9% | +62.4% | +7.5% | +48.2% |
| 3Y | +84.9% | +54.7% | +30.3% | +59.5% |
| All | +84.9% | +53.8% | +31.1% | +59.5% |
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 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