+426.0%
DE vs CLBK
+66.9%
+359.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +9.6% | +7.8% | +1.9% | +6.4% |
| 3M | +19.0% | +23.9% | -4.9% | +9.0% |
| 6M | +16.1% | +42.3% | -26.3% | +0.5% |
| YTD | +47.0% | +65.4% | -18.4% | +19.6% |
| 1Y | +43.1% | +70.3% | -27.2% | +14.5% |
| 3Y | +77.5% | +54.5% | +23.0% | +42.7% |
| 5Y | +96.4% | +43.1% | +53.3% | +47.5% |
| All | +426.0% | +66.9% | +359.1% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling