+43.6%
DE vs CLBK
+68.0%
-24.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.2% |
| 30D | +9.0% | -1.0% | +10.1% | +9.3% |
| 3M | +19.1% | +22.9% | -3.8% | +13.2% |
| 6M | +14.4% | +44.2% | -29.8% | +4.0% |
| YTD | +45.9% | +64.0% | -18.0% | +28.3% |
| 1Y | +43.6% | +65.7% | -22.1% | +26.9% |
| All | +43.6% | +68.0% | -24.4% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling