+217.0%
PSX vs CLBK
+67.9%
+149.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.0% |
| 30D | +26.6% | +9.1% | +17.5% | +21.7% |
| 3M | +39.3% | +27.7% | +11.6% | +24.4% |
| 6M | +56.8% | +40.8% | +16.0% | +33.3% |
| YTD | +101.8% | +66.4% | +35.4% | +58.1% |
| 1Y | +99.6% | +72.4% | +27.2% | +52.8% |
| 3Y | +140.3% | +50.7% | +89.7% | +87.3% |
| 5Y | +339.3% | +42.9% | +296.4% | +209.9% |
| All | +217.0% | +67.9% | +149.1% | +96.4% |
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