+221.2%
PSX vs CLBK
+65.6%
+155.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.5% | -1.4% | +2.9% | +2.1% |
| 30D | +15.8% | +4.5% | +11.3% | +13.4% |
| 3M | +43.0% | +22.8% | +20.2% | +30.0% |
| 6M | +61.1% | +43.4% | +17.7% | +35.7% |
| YTD | +104.5% | +64.1% | +40.4% | +61.2% |
| 1Y | +102.5% | +67.6% | +35.0% | +57.0% |
| 3Y | +133.5% | +53.3% | +80.2% | +79.9% |
| 5Y | +367.0% | +44.8% | +322.1% | +223.5% |
| All | +221.2% | +65.6% | +155.6% | +100.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling