+51.1%
NEM vs CLBK
+65.7%
-14.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.8% |
| 7D | +3.7% | +4.6% | -0.9% | +3.4% |
| 30D | +2.0% | -1.5% | +3.5% | +2.2% |
| 3M | +21.1% | +4.4% | +16.7% | +20.9% |
| 6M | +9.5% | +31.7% | -22.2% | +6.8% |
| YTD | +19.1% | +58.7% | -39.7% | +16.4% |
| 1Y | +51.1% | +64.9% | -13.8% | +48.8% |
| All | +51.1% | +65.7% | -14.6% | +48.8% |
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