-14.1%
DECK vs CLBK
+43.4%
-57.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | +6.0% | +2.5% | +3.5% | +5.2% |
| 30D | +7.4% | -1.2% | +8.6% | +7.8% |
| 3M | -11.7% | +2.6% | -14.2% | -12.7% |
| 6M | -11.0% | +26.5% | -37.4% | -18.3% |
| YTD | -15.4% | +56.4% | -71.8% | -27.8% |
| 1Y | +7.2% | +58.8% | -51.5% | -9.1% |
| All | -14.1% | +43.4% | -57.5% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling