-73.6%
PSKY vs CLBK
+66.9%
-140.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +2.4% | +1.1% | +1.2% | +1.9% |
| 30D | +17.5% | +7.8% | +9.7% | +13.6% |
| 3M | +4.4% | +23.9% | -19.4% | -5.6% |
| 6M | -9.0% | +42.3% | -51.3% | -23.0% |
| YTD | -18.6% | +65.4% | -84.0% | -36.4% |
| 1Y | -27.7% | +70.3% | -98.0% | -44.8% |
| 3Y | -16.9% | +54.5% | -71.3% | -36.1% |
| 5Y | -70.3% | +43.1% | -113.4% | -78.0% |
| All | -73.6% | +66.9% | -140.5% | -82.1% |
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