-51.1%
DOCS vs CLBK
+25.9%
-77.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -1.3% | +2.5% | -3.9% | -1.9% |
| 30D | +19.4% | -1.2% | +20.6% | +19.7% |
| 3M | +53.4% | +2.6% | +50.8% | +52.1% |
| 6M | +28.8% | +26.5% | +2.3% | +20.8% |
| YTD | -25.1% | +56.4% | -81.5% | -33.8% |
| 1Y | -48.1% | +58.8% | -106.9% | -54.4% |
| 3Y | +51.4% | +43.3% | +8.1% | +34.3% |
| 5Y | -51.1% | +24.0% | -75.1% | -57.0% |
| All | -51.1% | +25.9% | -77.0% | -57.0% |
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