+72.2%
DOCU vs CLBK
+64.2%
+8.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +1.2% | +5.7% | +6.6% |
| 30D | +19.0% | +9.1% | +9.9% | +16.3% |
| 3M | +34.3% | +27.7% | +6.6% | +25.9% |
| 6M | +48.0% | +40.8% | +7.2% | +35.1% |
| YTD | 0.0% | +66.4% | -66.4% | -12.7% |
| 1Y | -10.3% | +72.4% | -82.6% | -22.5% |
| 3Y | +32.4% | +50.7% | -18.3% | +16.4% |
| 5Y | -77.9% | +42.9% | -120.9% | -80.5% |
| All | +72.2% | +64.2% | +8.0% | +68.3% |
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