+422.1%
DE vs CLBK
+65.5%
+356.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.0% |
| 30D | +9.0% | -1.0% | +10.1% | +9.5% |
| 3M | +19.1% | +22.9% | -3.8% | +9.5% |
| 6M | +14.4% | +44.2% | -29.8% | -1.5% |
| YTD | +45.9% | +64.0% | -18.0% | +19.1% |
| 1Y | +43.6% | +65.7% | -22.1% | +16.1% |
| 3Y | +75.9% | +54.1% | +21.8% | +41.5% |
| 5Y | +98.8% | +44.7% | +54.1% | +47.7% |
| All | +422.1% | +65.5% | +356.7% | +257.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling