+7.7%
DG vs CLBK
+53.5%
-45.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -2.5% | +1.1% | -3.6% | -2.6% |
| 30D | +1.0% | +7.8% | -6.8% | +0.3% |
| 3M | +20.3% | +23.9% | -3.5% | +17.8% |
| 6M | -11.7% | +42.3% | -54.1% | -14.6% |
| YTD | -2.3% | +65.4% | -67.7% | -6.6% |
| 1Y | +20.0% | +70.3% | -50.3% | +14.2% |
| All | +7.7% | +53.5% | -45.8% | +1.7% |
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 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