+45.0%
DOC vs CLBK
+57.9%
-12.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +6.2% | +2.5% | +3.7% | +5.3% |
| 30D | +6.5% | -1.2% | +7.6% | +6.9% |
| 3M | -6.2% | +2.6% | -8.8% | -7.3% |
| 6M | +25.6% | +26.5% | -0.9% | +14.6% |
| YTD | +32.1% | +56.4% | -24.4% | +10.7% |
| 1Y | +20.3% | +58.8% | -38.5% | 0.0% |
| 3Y | +42.7% | +43.3% | -0.5% | +19.4% |
| 5Y | -22.2% | +24.0% | -46.2% | -34.7% |
| All | +45.0% | +57.9% | -12.9% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling