+150.2%
PSX vs CLBK
+56.6%
+93.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | +2.2% | -2.5% | -0.9% |
| 30D | -8.1% | +5.0% | -13.1% | -9.2% |
| 3M | +15.9% | +3.3% | +12.6% | +14.8% |
| 6M | +49.4% | +29.6% | +19.8% | +39.3% |
| YTD | +104.7% | +62.1% | +42.5% | +78.5% |
| 1Y | +89.1% | +64.3% | +24.7% | +64.3% |
| All | +150.2% | +56.6% | +93.6% | +118.0% |
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 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