+39.7%
DLR vs CLBK
+27.8%
+12.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.4% |
| 30D | +0.5% | +5.0% | -4.4% | -0.4% |
| 3M | -4.4% | +3.3% | -7.7% | -5.0% |
| 6M | -6.4% | +29.6% | -36.0% | -11.0% |
| YTD | +19.5% | +62.1% | -42.7% | +8.8% |
| 1Y | +10.5% | +64.3% | -53.8% | +0.3% |
| 3Y | +54.0% | +55.6% | -1.6% | +38.5% |
| 5Y | +39.7% | +29.3% | +10.4% | +26.9% |
| All | +39.7% | +27.8% | +12.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling