+179.2%
DGX vs CLBK
+64.7%
+114.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.2% | -1.5% | -0.8% | -1.9% |
| 30D | -0.9% | +6.7% | -7.6% | -2.2% |
| 3M | +15.6% | +21.2% | -5.6% | +11.2% |
| 6M | +17.8% | +42.0% | -24.2% | +9.7% |
| YTD | +37.5% | +63.3% | -25.8% | +24.1% |
| 1Y | +31.2% | +65.4% | -34.2% | +17.7% |
| 3Y | +96.6% | +52.5% | +44.1% | +75.5% |
| 5Y | +64.9% | +42.0% | +22.9% | +44.3% |
| All | +179.2% | +64.7% | +114.5% | +131.3% |
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