+6.6%
DTE vs CLBK
+65.7%
-59.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.4% |
| 7D | +4.2% | +4.6% | -0.4% | +3.9% |
| 30D | +10.0% | -1.5% | +11.5% | +10.0% |
| 3M | -2.1% | +4.4% | -6.5% | -2.4% |
| 6M | -4.7% | +31.7% | -36.3% | -6.4% |
| YTD | +9.3% | +58.7% | -49.4% | +6.6% |
| 1Y | +6.6% | +64.9% | -58.2% | +4.0% |
| All | +6.6% | +65.7% | -59.1% | +4.0% |
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