-32.9%
DOCN vs CLBK
+28.0%
-60.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.9% | +7.2% |
| 7D | -12.8% | +1.8% | -14.6% | -13.3% |
| 30D | -41.9% | +5.1% | -47.0% | -43.1% |
| 3M | -36.9% | +5.2% | -42.1% | -38.3% |
| 6M | -52.2% | +28.6% | -80.8% | -57.2% |
| YTD | +62.7% | +61.4% | +1.3% | +32.4% |
| 1Y | +58.2% | +64.7% | -6.4% | +27.6% |
| 3Y | +219.5% | +55.1% | +164.3% | +160.7% |
| 5Y | -32.9% | +28.4% | -61.2% | -46.1% |
| All | -32.9% | +28.0% | -60.9% | -46.1% |
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