+4.3%
DT vs CLBK
+51.6%
-47.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.4% |
| 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% |
| All | +4.3% | +51.6% | -47.2% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling