+135.3%
PSX vs CLBK
+51.6%
+83.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | +21.6% | +6.7% | +15.0% | +19.6% |
| 3M | +46.5% | +21.2% | +25.3% | +39.4% |
| 6M | +62.0% | +42.0% | +20.0% | +47.5% |
| YTD | +106.3% | +63.3% | +43.1% | +80.1% |
| 1Y | +103.0% | +65.4% | +37.6% | +76.2% |
| All | +135.3% | +51.6% | +83.8% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling