+105.8%
DAL vs CLBK
+42.8%
+63.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -13.9% | +9.1% | -23.1% | -17.1% |
| 3M | +1.1% | +27.7% | -26.6% | -9.2% |
| 6M | +26.2% | +40.8% | -14.6% | +8.9% |
| YTD | +16.4% | +66.4% | -50.0% | -6.4% |
| 1Y | +33.9% | +72.4% | -38.5% | +5.9% |
| 3Y | +93.4% | +50.7% | +42.7% | +58.0% |
| All | +105.8% | +42.8% | +63.1% | +47.5% |
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