+8.9%
DOCS vs CLBK
+51.7%
-42.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | +21.8% | +9.1% | +12.7% | +18.7% |
| 3M | +27.3% | +27.7% | -0.4% | +18.5% |
| 6M | -0.3% | +40.8% | -41.2% | -10.3% |
| YTD | -40.5% | +66.4% | -106.9% | -49.4% |
| 1Y | -61.5% | +72.4% | -133.9% | -67.8% |
| All | +8.9% | +51.7% | -42.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling