+66.4%
DOCN vs CLBK
+37.3%
+29.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.4% | -15.3% |
| 7D | -29.3% | +2.5% | -31.8% | -30.0% |
| 30D | -46.0% | -1.2% | -44.9% | -45.9% |
| 3M | -43.2% | +2.6% | -45.8% | -43.8% |
| 6M | -53.7% | +26.5% | -80.2% | -57.9% |
| YTD | +46.9% | +56.4% | -9.5% | +23.1% |
| 1Y | +54.3% | +58.8% | -4.4% | +28.5% |
| 3Y | +185.5% | +43.3% | +142.3% | +143.1% |
| 5Y | -31.1% | +24.0% | -55.1% | -41.1% |
| All | +66.4% | +37.3% | +29.0% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling