+53.7%
DG vs CLBK
+67.9%
-14.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | +1.2% | +7.2% | +8.2% |
| 30D | +4.9% | +9.1% | -4.2% | +3.6% |
| 3M | +29.3% | +27.7% | +1.6% | +24.8% |
| 6M | -11.3% | +40.8% | -52.1% | -15.6% |
| YTD | +1.8% | +66.4% | -64.6% | -5.6% |
| 1Y | +25.3% | +72.4% | -47.0% | +15.5% |
| 3Y | +9.1% | +50.7% | -41.6% | +1.1% |
| 5Y | -34.9% | +42.9% | -77.8% | -40.9% |
| All | +53.7% | +67.9% | -14.2% | +24.5% |
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