-74.1%
PSKY vs CLBK
+65.5%
-139.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.7% |
| 30D | +11.6% | -1.0% | +12.6% | +12.1% |
| 3M | +1.5% | +22.9% | -21.4% | -7.9% |
| 6M | +7.7% | +44.2% | -36.5% | -9.5% |
| YTD | -20.1% | +64.0% | -84.1% | -37.3% |
| 1Y | -38.3% | +65.7% | -104.0% | -52.2% |
| 3Y | -17.7% | +54.1% | -71.8% | -36.7% |
| 5Y | -69.9% | +44.7% | -114.6% | -78.0% |
| All | -74.1% | +65.5% | -139.5% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling