+155.6%
DIA vs CLBK
+67.9%
+87.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -1.5% | +9.1% | -10.7% | -4.3% |
| 3M | +3.8% | +27.7% | -23.9% | -4.3% |
| 6M | +10.3% | +40.8% | -30.6% | -1.5% |
| YTD | +12.1% | +66.4% | -54.3% | -5.4% |
| 1Y | +18.6% | +72.4% | -53.7% | -1.4% |
| 3Y | +60.6% | +50.7% | +9.9% | +35.5% |
| 5Y | +64.4% | +42.9% | +21.5% | +32.0% |
| All | +155.6% | +67.9% | +87.7% | +88.1% |
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 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