+67.4%
CLBK vs DAR
+277.9%
-210.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +1.2% | +1.4% | -0.1% | +0.8% |
| 30D | +9.1% | +12.8% | -3.7% | +5.6% |
| 3M | +27.7% | +7.4% | +20.3% | +24.7% |
| 6M | +40.8% | +22.3% | +18.6% | +32.4% |
| YTD | +66.4% | +81.1% | -14.7% | +41.0% |
| 1Y | +72.4% | +106.5% | -34.1% | +39.9% |
| 3Y | +50.7% | +5.3% | +45.4% | +42.1% |
| 5Y | +42.9% | -11.5% | +54.5% | +34.9% |
| All | +67.4% | +277.9% | -210.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling