+103.5%
DTE vs CLBK
+64.7%
+38.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -0.5% | +6.7% | -7.2% | -2.3% |
| 3M | -6.0% | +21.2% | -27.2% | -11.0% |
| 6M | -7.2% | +42.0% | -49.2% | -16.0% |
| YTD | +7.2% | +63.3% | -56.1% | -7.1% |
| 1Y | +4.1% | +65.4% | -61.3% | -10.5% |
| 3Y | +46.9% | +52.5% | -5.6% | +25.6% |
| 5Y | +32.9% | +42.0% | -9.1% | +8.0% |
| All | +103.5% | +64.7% | +38.8% | +42.9% |
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