+60.1%
DOCN vs CLBK
+42.8%
+17.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -9.6% | +9.1% | -18.8% | -12.6% |
| 3M | -37.7% | +27.7% | -65.4% | -43.8% |
| 6M | +115.2% | +40.8% | +74.4% | +86.5% |
| YTD | +133.7% | +66.4% | +67.3% | +88.9% |
| 1Y | +250.2% | +72.4% | +177.8% | +177.8% |
| 3Y | +320.3% | +50.7% | +269.6% | +246.2% |
| All | +60.1% | +42.8% | +17.3% | +25.7% |
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 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