+9.7%
DLR vs CLBK
+66.6%
-56.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -2.9% | +4.5% | -7.4% | -3.4% |
| 3M | +3.2% | +22.8% | -19.6% | +0.2% |
| 6M | +3.9% | +43.4% | -39.6% | -1.3% |
| YTD | +21.4% | +64.1% | -42.7% | +14.2% |
| 1Y | +9.7% | +67.6% | -57.9% | +2.8% |
| All | +9.7% | +66.6% | -56.9% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling