+27.6%
CNH vs CLBK
+62.9%
-35.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.7% | +2.2% | +4.5% | +5.6% |
| 30D | +7.2% | +5.0% | +2.2% | +4.9% |
| 3M | +17.5% | +3.3% | +14.2% | +15.4% |
| 6M | +15.0% | +29.6% | -14.6% | -0.4% |
| YTD | +36.8% | +62.1% | -25.4% | +5.5% |
| 1Y | +27.6% | +64.3% | -36.7% | -3.4% |
| All | +27.6% | +62.9% | -35.2% | -3.4% |
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