+201.7%
BN vs CLBK
+65.6%
+136.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -5.9% | -1.4% | -4.5% | -5.2% |
| 30D | -15.1% | +4.5% | -19.6% | -17.0% |
| 3M | -14.6% | +22.8% | -37.4% | -23.2% |
| 6M | -8.4% | +43.4% | -51.9% | -23.8% |
| YTD | -16.8% | +64.1% | -80.9% | -35.5% |
| 1Y | -14.4% | +67.6% | -81.9% | -34.6% |
| 3Y | +70.1% | +53.3% | +16.8% | +32.2% |
| 5Y | +33.5% | +44.8% | -11.3% | -2.1% |
| All | +201.7% | +65.6% | +136.1% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling