+43.9%
DOC vs CLBK
+43.4%
+0.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +6.2% | +2.5% | +3.7% | +5.5% |
| 30D | +6.5% | -1.2% | +7.6% | +6.8% |
| 3M | -6.2% | +2.6% | -8.8% | -7.1% |
| 6M | +25.6% | +26.5% | -0.9% | +17.3% |
| YTD | +32.1% | +56.4% | -24.4% | +15.9% |
| 1Y | +20.3% | +58.8% | -38.5% | +4.9% |
| All | +43.9% | +43.4% | +0.5% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling