+27.4%
CLBK vs DAR
-36.3%
+63.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.2% |
| 7D | +2.4% | -3.8% | +6.3% | +3.2% |
| 30D | +4.9% | -14.4% | +19.3% | +7.8% |
| 3M | +5.3% | -17.9% | +23.2% | +8.9% |
| 6M | +28.3% | -18.3% | +46.6% | +32.5% |
| YTD | +61.1% | +43.2% | +17.9% | +48.4% |
| 1Y | +62.4% | +57.7% | +4.7% | +46.4% |
| 3Y | +54.7% | +22.7% | +31.9% | +43.1% |
| 5Y | +27.4% | -34.0% | +61.5% | +39.9% |
| All | +27.4% | -36.3% | +63.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling