+73.6%
PRU vs CLBK
+63.3%
+10.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +3.8% | +2.9% | +0.9% | +2.2% |
| 30D | +9.0% | +5.4% | +3.7% | +5.9% |
| 3M | +2.1% | +5.8% | -3.6% | -1.3% |
| 6M | +25.4% | +28.9% | -3.5% | +7.7% |
| YTD | +13.5% | +61.8% | -48.3% | -15.2% |
| 1Y | +21.3% | +63.1% | -41.8% | -9.9% |
| 3Y | +55.1% | +55.3% | -0.2% | +11.8% |
| 5Y | +43.6% | +28.0% | +15.6% | +6.8% |
| All | +73.6% | +63.3% | +10.3% | +4.0% |
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