+7.8%
CNH vs CLBK
+55.4%
-47.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.3% |
| 7D | +8.8% | +1.1% | +7.7% | +8.3% |
| 30D | +24.7% | +7.8% | +16.9% | +20.6% |
| 3M | +27.3% | +23.9% | +3.5% | +15.5% |
| 6M | +23.2% | +42.3% | -19.2% | +5.0% |
| YTD | +48.9% | +65.4% | -16.5% | +18.8% |
| 1Y | +19.4% | +70.3% | -50.9% | -6.3% |
| 3Y | +7.8% | +54.5% | -46.7% | -15.6% |
| All | +7.8% | +55.4% | -47.6% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling