+33.2%
BN vs CLBK
+41.8%
-8.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -3.0% | -1.5% | -1.5% | -2.4% |
| 30D | -13.0% | +6.7% | -19.7% | -15.2% |
| 3M | -15.2% | +21.2% | -36.4% | -21.7% |
| 6M | -5.9% | +42.0% | -47.9% | -18.4% |
| YTD | -15.8% | +63.3% | -79.0% | -30.9% |
| 1Y | -12.2% | +65.4% | -77.6% | -28.6% |
| 3Y | +72.2% | +52.5% | +19.7% | +42.1% |
| 5Y | +33.2% | +42.0% | -8.8% | +6.5% |
| All | +33.2% | +41.8% | -8.6% | +6.5% |
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