+15.5%
CNI vs CLBK
+43.5%
-28.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 6M | +16.4% | +44.2% | -27.8% | +8.1% |
| YTD | +25.8% | +64.0% | -38.2% | +13.9% |
| 1Y | +32.4% | +65.7% | -33.3% | +19.3% |
| 3Y | +19.1% | +54.1% | -35.0% | +7.1% |
| All | +15.5% | +43.5% | -28.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling