-78.3%
PSKY vs CLBK
+21.6%
-99.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -5.0% |
| 7D | -24.6% | -1.2% | -23.4% | -24.7% |
| 30D | -36.1% | -6.4% | -29.7% | -36.9% |
| 3M | -54.8% | +54.7% | -109.5% | -46.3% |
| 6M | -54.8% | +54.7% | -109.5% | -46.3% |
| YTD | -54.8% | +54.7% | -109.5% | -46.3% |
| 1Y | -58.4% | +71.2% | -129.6% | -52.2% |
| 3Y | -40.7% | +46.7% | -87.4% | -29.9% |
| All | -78.3% | +21.6% | -99.9% | -72.9% |
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