+112.2%
DT vs CLBK
+66.3%
+45.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -0.5% | -1.5% | +0.9% | -0.2% |
| 30D | +0.1% | +6.7% | -6.6% | -1.5% |
| 3M | +24.1% | +21.2% | +3.0% | +18.5% |
| 6M | +30.1% | +42.0% | -11.9% | +19.6% |
| YTD | +16.8% | +63.3% | -46.5% | +3.6% |
| 1Y | -0.1% | +65.4% | -65.5% | -11.9% |
| 3Y | +6.8% | +52.5% | -45.6% | -5.6% |
| 5Y | -28.4% | +42.0% | -70.3% | -38.4% |
| All | +112.2% | +66.3% | +45.9% | +69.3% |
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