+32.3%
DTE vs CLBK
+43.5%
-11.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.4% |
| 30D | -4.4% | -1.0% | -3.4% | -4.3% |
| 3M | -8.3% | +22.9% | -31.3% | -10.8% |
| 6M | -8.1% | +44.2% | -52.3% | -12.5% |
| YTD | +4.4% | +64.0% | -59.5% | -2.4% |
| 1Y | +0.2% | +65.7% | -65.5% | -6.6% |
| 3Y | +42.6% | +54.1% | -11.4% | +32.8% |
| All | +32.3% | +43.5% | -11.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling