+29.1%
PR vs CLBK
+57.9%
-28.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.1% |
| 7D | -16.5% | +2.5% | -19.1% | -17.7% |
| 30D | -4.5% | -1.2% | -3.4% | -4.1% |
| 3M | +8.5% | +2.6% | +5.9% | +6.6% |
| 6M | -3.3% | +26.5% | -29.8% | -15.9% |
| YTD | +55.7% | +56.4% | -0.7% | +18.6% |
| 1Y | +82.0% | +58.8% | +23.3% | +36.9% |
| 3Y | +62.5% | +43.3% | +19.2% | +21.7% |
| 5Y | +223.9% | +24.0% | +199.9% | +138.4% |
| All | +29.1% | +57.9% | -28.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling