-70.5%
PSKY vs CLBK
+41.8%
-112.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -6.0% | -1.4% | -4.6% | -5.6% |
| 30D | +10.7% | +4.5% | +6.1% | +9.2% |
| 3M | +1.2% | +22.8% | -21.6% | -5.2% |
| 6M | +1.5% | +43.4% | -41.9% | -9.5% |
| YTD | -21.8% | +64.1% | -85.9% | -33.6% |
| 1Y | -30.2% | +67.6% | -97.7% | -41.5% |
| 3Y | -20.1% | +53.3% | -73.4% | -32.6% |
| 5Y | -70.5% | +44.8% | -115.3% | -75.9% |
| All | -70.5% | +41.8% | -112.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling