+55.8%
DOCS vs CLBK
+43.4%
+12.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -1.3% | +2.5% | -3.9% | -2.0% |
| 30D | +19.4% | -1.2% | +20.6% | +19.7% |
| 3M | +53.4% | +2.6% | +50.8% | +52.0% |
| 6M | +28.8% | +26.5% | +2.3% | +19.8% |
| YTD | -25.1% | +56.4% | -81.5% | -35.1% |
| 1Y | -48.1% | +58.8% | -106.9% | -55.3% |
| All | +55.8% | +43.4% | +12.4% | +34.5% |
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