-13.9%
DT vs CLBK
+56.6%
-70.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -5.4% | +2.2% | -7.6% | -5.9% |
| 30D | -32.2% | +5.0% | -37.2% | -32.9% |
| 3M | -10.9% | +3.3% | -14.2% | -11.7% |
| 6M | +10.0% | +29.6% | -19.6% | +3.4% |
| YTD | +2.1% | +62.1% | -60.0% | -9.0% |
| 1Y | -5.5% | +64.3% | -69.9% | -16.1% |
| All | -13.9% | +56.6% | -70.5% | -23.4% |
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