-52.9%
DOCS vs CLBK
+27.8%
-80.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | +11.4% | +3.4% | +8.0% | +10.5% |
| 3M | +25.4% | -4.3% | +29.7% | +26.6% |
| 6M | +42.5% | +28.4% | +14.2% | +33.2% |
| YTD | -24.7% | +59.4% | -84.1% | -33.9% |
| 1Y | -32.9% | +64.8% | -97.8% | -41.6% |
| 3Y | +39.6% | +50.6% | -11.0% | +22.4% |
| All | -52.9% | +27.8% | -80.6% | -59.1% |
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