+111.4%
DAL vs CLBK
+27.8%
+83.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +12.8% | +3.4% | +9.4% | +11.4% |
| 3M | -5.3% | -4.3% | -1.0% | -3.6% |
| 6M | +22.4% | +28.4% | -6.0% | +9.8% |
| YTD | +25.6% | +59.4% | -33.8% | +3.2% |
| 1Y | +45.5% | +64.8% | -19.3% | +18.1% |
| 3Y | +161.0% | +50.6% | +110.4% | +115.5% |
| All | +111.4% | +27.8% | +83.7% | +59.3% |
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