+32.4%
CNI vs CLBK
+68.0%
-35.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -2.7% | -1.0% | -1.7% | -2.5% |
| 3M | +3.9% | +22.9% | -19.0% | -0.2% |
| 6M | +16.4% | +44.2% | -27.8% | +8.7% |
| YTD | +25.8% | +64.0% | -38.2% | +15.2% |
| 1Y | +32.4% | +65.7% | -33.3% | +21.5% |
| All | +32.4% | +68.0% | -35.6% | +21.5% |
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