-73.2%
DOCS vs CLBK
+42.8%
-116.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.1% |
| 3M | +27.3% | +27.7% | -0.4% | +19.6% |
| 6M | -0.3% | +40.8% | -41.2% | -8.9% |
| YTD | -40.5% | +66.4% | -106.9% | -48.1% |
| 1Y | -61.5% | +72.4% | -133.9% | -66.8% |
| 3Y | +8.2% | +50.7% | -42.5% | -5.1% |
| All | -73.2% | +42.8% | -116.0% | -77.8% |
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