+7.9%
DT vs CLBK
+66.6%
-58.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.5% | -1.4% | -1.2% | -2.3% |
| 30D | +3.5% | +4.5% | -1.0% | +2.8% |
| 3M | +26.7% | +22.8% | +3.9% | +21.7% |
| 6M | +36.1% | +43.4% | -7.3% | +28.3% |
| YTD | +18.6% | +64.1% | -45.5% | +9.9% |
| 1Y | +7.9% | +67.6% | -59.7% | -1.6% |
| All | +7.9% | +66.6% | -58.7% | -1.6% |
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 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