+111.9%
DOCN vs CLBK
+40.7%
+71.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.8% |
| 7D | +27.4% | +2.5% | +24.9% | +26.3% |
| 30D | -29.7% | +3.7% | -33.4% | -30.7% |
| 3M | -32.5% | -3.3% | -29.2% | -31.7% |
| 6M | -42.2% | +29.6% | -71.8% | -47.9% |
| YTD | +87.2% | +60.3% | +26.9% | +55.6% |
| 1Y | +86.2% | +63.4% | +22.8% | +53.5% |
| 3Y | +257.4% | +53.8% | +203.6% | +198.6% |
| 5Y | -27.4% | +29.0% | -56.4% | -38.1% |
| All | +111.9% | +40.7% | +71.2% | +87.7% |
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