+2.7%
PTC vs CLBK
+43.5%
-40.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.4% |
| 7D | -12.8% | +1.1% | -13.9% | -13.0% |
| 30D | -9.8% | +7.8% | -17.6% | -11.1% |
| 3M | -2.1% | +23.9% | -25.9% | -6.0% |
| 6M | -18.1% | +42.3% | -60.4% | -23.4% |
| YTD | -23.5% | +65.4% | -88.9% | -30.5% |
| 1Y | -37.4% | +70.3% | -107.7% | -43.5% |
| 3Y | -7.2% | +54.5% | -61.7% | -15.9% |
| 5Y | +2.7% | +43.1% | -40.4% | -12.7% |
| All | +2.7% | +43.5% | -40.8% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling