+31.5%
PR vs CLBK
+59.4%
-27.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -16.4% | +0.6% | -17.0% | -16.7% |
| 30D | -1.9% | +2.9% | -4.8% | -3.5% |
| 3M | +8.0% | +3.0% | +5.0% | +5.8% |
| 6M | +4.1% | +27.3% | -23.2% | -9.7% |
| YTD | +58.7% | +58.0% | +0.7% | +20.2% |
| 1Y | +75.8% | +62.4% | +13.4% | +30.7% |
| 3Y | +73.2% | +46.9% | +26.2% | +27.6% |
| 5Y | +230.1% | +25.3% | +204.9% | +141.8% |
| All | +31.5% | +59.4% | -27.9% | +1.9% |
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