+103.3%
DOCU vs CLBK
+57.3%
+46.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.1% | +0.9% | +3.2% | +3.8% |
| 30D | +7.4% | +3.4% | +3.9% | +6.4% |
| 3M | +26.0% | -4.3% | +30.3% | +27.4% |
| 6M | +79.2% | +28.4% | +50.8% | +67.6% |
| YTD | +18.1% | +59.4% | -41.3% | +4.1% |
| 1Y | +20.5% | +64.8% | -44.3% | +5.3% |
| 3Y | +96.4% | +50.6% | +45.8% | +73.0% |
| 5Y | -69.5% | +28.3% | -97.8% | -72.5% |
| All | +103.3% | +57.3% | +46.0% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling