+229.2%
PSX vs CLBK
+60.9%
+168.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +7.8% | +0.9% | +6.9% | +7.4% |
| 30D | -10.9% | +3.4% | -14.3% | -12.2% |
| 3M | +14.5% | -4.3% | +18.8% | +16.5% |
| 6M | +56.1% | +28.4% | +27.8% | +38.6% |
| YTD | +109.6% | +59.4% | +50.2% | +67.1% |
| 1Y | +95.5% | +64.8% | +30.7% | +53.3% |
| 3Y | +156.2% | +50.6% | +105.6% | +99.1% |
| 5Y | +310.0% | +28.3% | +281.7% | +211.9% |
| All | +229.2% | +60.9% | +168.3% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling