+34.0%
DGX vs CLBK
+73.3%
-39.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | +1.2% | -3.5% | -2.3% |
| 30D | +0.6% | +9.1% | -8.6% | +0.5% |
| 3M | +21.4% | +27.7% | -6.3% | +21.5% |
| 6M | +14.7% | +40.8% | -26.1% | +15.4% |
| YTD | +38.4% | +66.4% | -27.9% | +40.1% |
| 1Y | +34.0% | +72.4% | -38.4% | +36.6% |
| All | +34.0% | +73.3% | -39.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling