-57.0%
DOCS vs CLBK
+28.0%
-85.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.4% |
| 30D | +7.8% | +5.1% | +2.7% | +6.4% |
| 3M | +20.0% | +5.2% | +14.8% | +18.3% |
| 6M | +26.5% | +28.6% | -2.0% | +18.2% |
| YTD | -25.8% | +61.4% | -87.2% | -35.0% |
| 1Y | -39.5% | +64.7% | -104.2% | -47.3% |
| 3Y | +60.3% | +55.1% | +5.2% | +39.6% |
| 5Y | -57.0% | +28.4% | -85.4% | -62.7% |
| All | -57.0% | +28.0% | -85.1% | -62.7% |
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