+75.6%
BN vs CLBK
+55.4%
+20.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -10.9% | +7.8% | -18.7% | -14.1% |
| 3M | -11.1% | +23.9% | -34.9% | -20.1% |
| 6M | -4.4% | +42.3% | -46.7% | -19.7% |
| YTD | -14.1% | +65.4% | -79.5% | -33.1% |
| 1Y | -11.1% | +70.3% | -81.4% | -32.1% |
| 3Y | +75.6% | +54.5% | +21.1% | +34.7% |
| All | +75.6% | +55.4% | +20.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling