+45.4%
DOC vs CLBK
+60.2%
-14.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +8.7% | +4.6% | +4.1% | +6.9% |
| 30D | +7.6% | -1.5% | +9.1% | +8.2% |
| 3M | -5.3% | +4.4% | -9.6% | -7.0% |
| 6M | +27.6% | +31.7% | -4.1% | +14.7% |
| YTD | +32.4% | +58.7% | -26.3% | +10.4% |
| 1Y | +22.9% | +64.9% | -42.0% | +0.7% |
| 3Y | +43.1% | +45.3% | -2.2% | +19.1% |
| 5Y | -21.4% | +28.5% | -49.9% | -35.2% |
| All | +45.4% | +60.2% | -14.8% | +3.6% |
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 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