+2.0%
DRI vs CLBK
+67.6%
-65.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | -4.8% | -1.5% | -3.4% | -4.6% |
| 30D | -3.9% | +6.7% | -10.6% | -4.8% |
| 3M | +5.1% | +21.2% | -16.1% | +2.1% |
| 6M | +5.5% | +42.0% | -36.5% | 0.0% |
| YTD | +16.5% | +63.3% | -46.8% | +8.6% |
| 1Y | +2.0% | +65.4% | -63.4% | -7.2% |
| All | +2.0% | +67.6% | -65.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling