-15.1%
DECK vs CLBK
+44.9%
-60.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +5.8% | +0.6% | +5.1% | +5.6% |
| 30D | +7.9% | +2.9% | +5.0% | +6.9% |
| 3M | -11.4% | +3.0% | -14.4% | -12.5% |
| 6M | -16.6% | +27.3% | -43.8% | -23.6% |
| YTD | -16.4% | +58.0% | -74.4% | -28.9% |
| 1Y | +8.6% | +62.4% | -53.7% | -8.6% |
| 3Y | -15.1% | +46.9% | -62.0% | -26.9% |
| All | -15.1% | +44.9% | -60.0% | -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 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