+98.3%
DTE vs CLBK
+65.5%
+32.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.2% |
| 30D | -4.4% | -1.0% | -3.4% | -4.2% |
| 3M | -8.3% | +22.9% | -31.3% | -13.6% |
| 6M | -8.1% | +44.2% | -52.3% | -17.1% |
| YTD | +4.4% | +64.0% | -59.5% | -9.5% |
| 1Y | +0.2% | +65.7% | -65.5% | -13.9% |
| 3Y | +42.6% | +54.1% | -11.4% | +21.6% |
| 5Y | +31.5% | +44.7% | -13.2% | +5.8% |
| All | +98.3% | +65.5% | +32.8% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling