+47.4%
DVA vs CLBK
+41.8%
+5.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | +1.7% | +4.5% | -2.9% | +0.9% |
| 3M | -8.7% | +22.8% | -31.5% | -11.7% |
| 6M | +19.7% | +43.4% | -23.8% | +12.6% |
| YTD | +59.6% | +64.1% | -4.5% | +46.4% |
| 1Y | +37.1% | +67.6% | -30.5% | +25.0% |
| 3Y | +89.8% | +53.3% | +36.5% | +72.8% |
| 5Y | +47.4% | +44.8% | +2.5% | +25.2% |
| All | +47.4% | +41.8% | +5.5% | +25.2% |
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