+161.9%
DAL vs CLBK
+54.8%
+107.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.6% |
| 7D | +1.4% | +2.5% | -1.1% | +0.2% |
| 30D | +9.1% | +3.7% | +5.4% | +7.2% |
| 3M | -3.5% | -3.3% | -0.2% | -1.9% |
| 6M | +23.4% | +29.6% | -6.3% | +6.5% |
| YTD | +26.0% | +60.3% | -34.2% | -3.0% |
| 1Y | +44.6% | +63.4% | -18.8% | +10.2% |
| All | +161.9% | +54.8% | +107.1% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling