+226.7%
PSX vs CLBK
+61.7%
+165.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.1% |
| 7D | +6.4% | +2.5% | +4.0% | +5.3% |
| 30D | -10.2% | +3.7% | -13.9% | -11.7% |
| 3M | +17.2% | -3.3% | +20.4% | +18.7% |
| 6M | +51.8% | +29.6% | +22.1% | +34.2% |
| YTD | +108.0% | +60.3% | +47.7% | +65.4% |
| 1Y | +96.1% | +63.4% | +32.7% | +54.4% |
| 3Y | +155.9% | +53.8% | +102.0% | +96.6% |
| 5Y | +306.9% | +29.0% | +277.9% | +208.8% |
| All | +226.7% | +61.7% | +165.0% | +105.5% |
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