+415.3%
PR vs CLBK
+42.8%
+372.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.5% |
| 30D | +18.0% | +9.1% | +8.9% | +15.1% |
| 3M | +16.9% | +27.7% | -10.8% | +8.6% |
| 6M | +28.2% | +40.8% | -12.6% | +15.3% |
| YTD | +69.3% | +66.4% | +2.9% | +43.9% |
| 1Y | +69.5% | +72.4% | -2.9% | +41.7% |
| 3Y | +81.7% | +50.7% | +31.0% | +54.9% |
| All | +415.3% | +42.8% | +372.5% | +280.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling