+101.7%
DOCU vs CLBK
+58.1%
+43.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.6% | +2.5% | -0.9% | +0.9% |
| 30D | +10.8% | +3.7% | +7.2% | +9.8% |
| 3M | +38.0% | -3.3% | +41.2% | +39.1% |
| 6M | +77.4% | +29.6% | +47.8% | +65.5% |
| YTD | +17.2% | +60.3% | -43.1% | +3.2% |
| 1Y | +15.6% | +63.4% | -47.8% | +1.2% |
| 3Y | +95.6% | +53.8% | +41.8% | +71.4% |
| 5Y | -69.7% | +29.0% | -98.7% | -72.8% |
| All | +101.7% | +58.1% | +43.6% | +98.9% |
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