+40.4%
PR vs CLBK
+67.9%
-27.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.2% |
| 30D | +18.0% | +9.1% | +8.9% | +12.5% |
| 3M | +16.9% | +27.7% | -10.8% | +1.8% |
| 6M | +28.2% | +40.8% | -12.6% | +5.0% |
| YTD | +69.3% | +66.4% | +2.9% | +25.1% |
| 1Y | +69.5% | +72.4% | -2.9% | +21.3% |
| 3Y | +81.7% | +50.7% | +31.0% | +32.5% |
| 5Y | +422.2% | +42.9% | +379.3% | +243.7% |
| All | +40.4% | +67.9% | -27.5% | +6.0% |
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