+16.4%
DOV vs CLBK
+41.8%
-25.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +1.3% | -1.5% | +2.8% | +1.8% |
| 30D | -8.6% | +6.7% | -15.3% | -10.5% |
| 3M | -13.1% | +21.2% | -34.3% | -18.3% |
| 6M | -8.8% | +42.0% | -50.8% | -18.4% |
| YTD | -1.2% | +63.3% | -64.5% | -15.3% |
| 1Y | +10.7% | +65.4% | -54.7% | -5.8% |
| 3Y | +39.3% | +52.5% | -13.2% | +19.1% |
| 5Y | +16.4% | +42.0% | -25.5% | -2.6% |
| All | +16.4% | +41.8% | -25.4% | -2.6% |
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