+31.9%
CNH vs CLBK
+54.5%
-22.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +4.5% | +2.9% | +1.6% | +3.3% |
| 30D | +7.6% | +5.4% | +2.3% | +5.4% |
| 3M | +17.0% | +5.8% | +11.2% | +14.2% |
| 6M | +12.9% | +28.9% | -16.0% | +0.8% |
| YTD | +34.3% | +61.8% | -27.6% | +8.7% |
| 1Y | +28.5% | +63.1% | -34.6% | +3.7% |
| 3Y | +31.9% | +55.3% | -23.5% | +4.4% |
| All | +31.9% | +54.5% | -22.6% | +4.4% |
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 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