-5.8%
BN vs CLBK
+63.8%
-69.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | +14.0% | +3.4% | +10.6% | +12.7% |
| 3M | -9.0% | -4.3% | -4.7% | -7.6% |
| 6M | -8.8% | +28.4% | -37.2% | -18.8% |
| YTD | -10.3% | +59.4% | -69.7% | -26.4% |
| 1Y | -5.8% | +64.8% | -70.6% | -24.4% |
| All | -5.8% | +63.8% | -69.6% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling