+102.9%
DAL vs CLBK
+24.6%
+78.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | +8.8% | +0.6% | +8.2% | +8.6% |
| 30D | +5.4% | +2.9% | +2.5% | +4.2% |
| 3M | -4.9% | +3.0% | -7.9% | -6.3% |
| 6M | +19.8% | +27.3% | -7.4% | +7.9% |
| YTD | +27.0% | +58.0% | -31.0% | +4.7% |
| 1Y | +52.5% | +62.4% | -9.9% | +24.3% |
| 3Y | +173.8% | +46.9% | +126.9% | +127.7% |
| All | +102.9% | +24.6% | +78.3% | +58.1% |
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