+151.0%
DIA vs CLBK
+60.9%
+90.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +1.5% | +3.4% | -1.9% | +0.4% |
| 3M | -2.4% | -4.3% | +1.9% | -1.2% |
| 6M | +6.0% | +28.4% | -22.4% | -2.6% |
| YTD | +10.1% | +59.4% | -49.3% | -5.9% |
| 1Y | +11.8% | +64.8% | -53.0% | -5.6% |
| 3Y | +59.7% | +50.6% | +9.1% | +34.4% |
| 5Y | +57.9% | +28.3% | +29.6% | +33.3% |
| All | +151.0% | +60.9% | +90.1% | +87.0% |
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