+23.9%
CNH vs CLBK
+67.6%
-43.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | +1.8% | -1.5% | +3.3% | +2.4% |
| 30D | +32.6% | +6.7% | +26.0% | +29.2% |
| 3M | +29.4% | +21.2% | +8.3% | +18.9% |
| 6M | +26.0% | +42.0% | -16.0% | +8.0% |
| YTD | +52.2% | +63.3% | -11.0% | +24.2% |
| 1Y | +23.9% | +65.4% | -41.5% | +1.6% |
| All | +23.9% | +67.6% | -43.7% | +1.6% |
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