+15.9%
PSX vs CLBK
+5.0%
+10.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | +2.2% | -2.5% | -1.0% |
| 30D | -8.1% | +5.0% | -13.1% | -9.2% |
| 3M | +15.9% | +3.3% | +12.6% | +16.0% |
| All | +15.9% | +5.0% | +10.9% | +16.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling