+61.2%
CLBK vs DAR
+220.9%
-159.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | +2.5% | +9.2% | -6.7% | +0.2% |
| 30D | +3.7% | -12.3% | +15.9% | +6.9% |
| 3M | -3.3% | -12.7% | +9.5% | -0.4% |
| 6M | +29.6% | -12.8% | +42.4% | +33.0% |
| YTD | +60.3% | +53.8% | +6.5% | +41.1% |
| 1Y | +63.4% | +60.3% | +3.1% | +42.0% |
| 3Y | +53.8% | +31.7% | +22.1% | +35.8% |
| 5Y | +29.0% | -27.7% | +56.7% | +28.8% |
| All | +61.2% | +220.9% | -159.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling