+145.3%
DLR vs CLBK
+67.9%
+77.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | -3.4% | +9.1% | -12.5% | -5.1% |
| 3M | +0.5% | +27.7% | -27.2% | -4.7% |
| 6M | +4.6% | +40.8% | -36.3% | -2.9% |
| YTD | +23.4% | +66.4% | -43.0% | +10.4% |
| 1Y | +19.0% | +72.4% | -53.3% | +5.4% |
| 3Y | +56.5% | +50.7% | +5.8% | +39.9% |
| 5Y | +33.3% | +42.9% | -9.6% | +17.0% |
| All | +145.3% | +67.9% | +77.4% | +106.2% |
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