+99.4%
DE vs CLBK
+41.8%
+57.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | +9.7% | +4.5% | +5.2% | +8.6% |
| 3M | +21.4% | +22.8% | -1.4% | +15.5% |
| 6M | +15.0% | +43.4% | -28.4% | +5.5% |
| YTD | +46.4% | +64.1% | -17.7% | +30.0% |
| 1Y | +45.6% | +67.6% | -21.9% | +28.5% |
| 3Y | +76.8% | +53.3% | +23.5% | +56.7% |
| 5Y | +99.4% | +44.8% | +54.6% | +64.2% |
| All | +99.4% | +41.8% | +57.6% | +64.2% |
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 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