-53.7%
DOCN vs CLBK
+29.1%
-82.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.4% | -15.9% |
| 7D | -29.3% | +2.5% | -31.8% | -29.0% |
| 30D | -46.0% | -1.2% | -44.9% | -45.6% |
| 3M | -43.2% | +2.6% | -45.8% | -42.0% |
| 6M | -53.7% | +26.5% | -80.2% | -54.4% |
| All | -53.7% | +29.1% | -82.8% | -54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling