+118.7%
DUK vs CLBK
+66.9%
+51.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -2.0% | +7.8% | -9.8% | -3.4% |
| 3M | +0.2% | +23.9% | -23.7% | -3.9% |
| 6M | -6.9% | +42.3% | -49.2% | -13.1% |
| YTD | +6.1% | +65.4% | -59.2% | -4.0% |
| 1Y | +4.4% | +70.3% | -65.9% | -6.5% |
| 3Y | +49.1% | +54.5% | -5.3% | +33.1% |
| 5Y | +39.6% | +43.1% | -3.5% | +20.8% |
| All | +118.7% | +66.9% | +51.8% | +70.1% |
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 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