-54.2%
DOCS vs CLBK
+24.6%
-78.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +17.4% | +2.9% | +14.5% | +16.6% |
| 3M | +57.4% | +3.0% | +54.4% | +55.9% |
| 6M | +26.5% | +27.3% | -0.7% | +18.5% |
| YTD | -26.6% | +58.0% | -84.6% | -35.3% |
| 1Y | -48.1% | +62.4% | -110.4% | -54.6% |
| 3Y | +52.6% | +46.9% | +5.7% | +34.6% |
| All | -54.2% | +24.6% | -78.8% | -59.9% |
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 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