+29.3%
PSA vs CLBK
+65.7%
-36.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.6% |
| 7D | +10.5% | +4.6% | +6.0% | +9.4% |
| 30D | +21.7% | -1.5% | +23.2% | +22.0% |
| 3M | +6.1% | +4.4% | +1.7% | +4.8% |
| 6M | +18.3% | +31.7% | -13.3% | +9.4% |
| YTD | +36.1% | +58.7% | -22.7% | +20.3% |
| 1Y | +29.3% | +64.9% | -35.5% | +12.9% |
| All | +29.3% | +65.7% | -36.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling