+93.5%
DGX vs CLBK
+52.3%
+41.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -2.7% | +4.5% | -7.2% | -3.1% |
| 3M | +13.9% | +22.8% | -8.9% | +11.7% |
| 6M | +16.0% | +43.4% | -27.4% | +12.2% |
| YTD | +34.9% | +64.1% | -29.2% | +28.6% |
| 1Y | +30.6% | +67.6% | -37.0% | +24.0% |
| All | +93.5% | +52.3% | +41.1% | +83.1% |
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