+185.4%
DVA vs CLBK
+66.9%
+118.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | -2.0% | +7.8% | -9.8% | -3.8% |
| 3M | -6.3% | +23.9% | -30.1% | -11.2% |
| 6M | +19.4% | +42.3% | -22.9% | +9.1% |
| YTD | +58.5% | +65.4% | -6.9% | +39.0% |
| 1Y | +33.9% | +70.3% | -36.5% | +16.2% |
| 3Y | +88.4% | +54.5% | +34.0% | +63.2% |
| 5Y | +39.5% | +43.1% | -3.6% | +18.1% |
| All | +185.4% | +66.9% | +118.5% | +132.3% |
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 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