-23.6%
DOC vs CLBK
+42.8%
-66.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | -4.8% | +9.1% | -13.9% | -6.9% |
| 3M | +6.9% | +27.7% | -20.8% | +0.3% |
| 6M | +20.7% | +40.8% | -20.1% | +10.6% |
| YTD | +34.1% | +66.4% | -32.2% | +17.5% |
| 1Y | +22.6% | +72.4% | -49.7% | +6.1% |
| 3Y | +20.8% | +50.7% | -29.9% | +6.1% |
| All | -23.6% | +42.8% | -66.4% | -33.6% |
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