+38.2%
BN vs CLBK
+27.8%
+10.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.4% | +2.2% | -4.6% | -3.2% |
| 30D | +13.5% | +5.0% | +8.5% | +11.5% |
| 3M | -5.9% | +3.3% | -9.2% | -7.3% |
| 6M | -8.9% | +29.6% | -38.5% | -18.1% |
| YTD | -7.9% | +62.1% | -70.0% | -24.2% |
| 1Y | -8.3% | +64.3% | -72.6% | -25.1% |
| 3Y | +100.8% | +55.6% | +45.2% | +64.6% |
| 5Y | +38.2% | +29.3% | +8.9% | +13.7% |
| All | +38.2% | +27.8% | +10.5% | +13.7% |
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 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