+178.7%
DGX vs CLBK
+65.5%
+113.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | -1.2% | -1.0% | -0.1% | -1.0% |
| 3M | +15.8% | +22.9% | -7.1% | +11.0% |
| 6M | +18.2% | +44.2% | -26.0% | +9.7% |
| YTD | +37.2% | +64.0% | -26.8% | +23.7% |
| 1Y | +30.4% | +65.7% | -35.3% | +16.9% |
| 3Y | +96.7% | +54.1% | +42.7% | +75.1% |
| 5Y | +67.2% | +44.7% | +22.5% | +45.4% |
| All | +178.7% | +65.5% | +113.2% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling