+55.6%
DG vs CLBK
+60.9%
-5.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.3% | +0.9% | -0.6% | +0.2% |
| 30D | +3.2% | +3.4% | -0.2% | +2.8% |
| 3M | +10.4% | -4.3% | +14.7% | +11.1% |
| 6M | +33.2% | +28.4% | +4.8% | +28.3% |
| YTD | +3.0% | +59.4% | -56.4% | -3.9% |
| 1Y | +31.2% | +64.8% | -33.6% | +21.8% |
| 3Y | +21.8% | +50.6% | -28.8% | +12.7% |
| 5Y | -35.0% | +28.3% | -63.3% | -39.5% |
| All | +55.6% | +60.9% | -5.3% | +26.7% |
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