+177.0%
DOV vs CLBK
+65.6%
+111.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -1.9% | -1.4% | -0.6% | -1.4% |
| 30D | -9.9% | +4.5% | -14.4% | -11.7% |
| 3M | -12.1% | +22.8% | -34.9% | -20.0% |
| 6M | -10.4% | +43.4% | -53.9% | -23.8% |
| YTD | -3.3% | +64.1% | -67.4% | -22.7% |
| 1Y | +7.8% | +67.6% | -59.8% | -15.1% |
| 3Y | +36.3% | +53.3% | -16.9% | +7.9% |
| 5Y | +14.8% | +44.8% | -30.0% | -14.3% |
| All | +177.0% | +65.6% | +111.4% | +91.5% |
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