+117.6%
DT vs CLBK
+69.4%
+48.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | +2.0% | +9.1% | -7.1% | -0.1% |
| 3M | +20.0% | +27.7% | -7.7% | +13.2% |
| 6M | +39.3% | +40.8% | -1.5% | +28.3% |
| YTD | +19.8% | +66.4% | -46.6% | +5.8% |
| 1Y | +4.3% | +72.4% | -68.1% | -8.9% |
| 3Y | +7.7% | +50.7% | -43.0% | -4.6% |
| 5Y | -26.8% | +42.9% | -69.8% | -37.1% |
| All | +117.6% | +69.4% | +48.2% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling