+219.6%
BN vs CLBK
+67.9%
+151.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -9.5% | +9.1% | -18.6% | -13.4% |
| 3M | -10.4% | +27.7% | -38.1% | -21.0% |
| 6M | -6.4% | +40.8% | -47.2% | -21.4% |
| YTD | -11.9% | +66.4% | -78.3% | -32.1% |
| 1Y | -8.6% | +72.4% | -81.0% | -31.2% |
| 3Y | +77.6% | +50.7% | +26.9% | +39.2% |
| 5Y | +37.0% | +42.9% | -5.9% | +1.7% |
| All | +219.6% | +67.9% | +151.7% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling