+70.5%
DOCN vs CLBK
+38.7%
+31.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | -19.2% | +0.6% | -19.8% | -19.3% |
| 30D | -43.1% | +2.9% | -45.9% | -43.7% |
| 3M | -40.7% | +3.0% | -43.7% | -41.4% |
| 6M | -55.0% | +27.3% | -82.3% | -59.2% |
| YTD | +50.6% | +58.0% | -7.4% | +25.8% |
| 1Y | +54.0% | +62.4% | -8.4% | +27.2% |
| 3Y | +203.9% | +46.9% | +157.0% | +156.9% |
| 5Y | -29.4% | +25.3% | -54.6% | -39.8% |
| All | +70.5% | +38.7% | +31.8% | +51.8% |
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