+224.0%
PSX vs CLBK
+64.7%
+159.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | +1.8% | -1.5% | +3.3% | +2.5% |
| 30D | +21.6% | +6.7% | +15.0% | +18.1% |
| 3M | +46.5% | +21.2% | +25.3% | +33.9% |
| 6M | +62.0% | +42.0% | +20.0% | +37.1% |
| YTD | +106.3% | +63.3% | +43.1% | +62.9% |
| 1Y | +103.0% | +65.4% | +37.6% | +58.3% |
| 3Y | +135.5% | +52.5% | +83.1% | +81.9% |
| 5Y | +368.5% | +42.0% | +326.5% | +229.6% |
| All | +224.0% | +64.7% | +159.3% | +102.5% |
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