+250.5%
NEM vs CLBK
+51.6%
+198.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +3.1% | -1.5% | +4.5% | +3.2% |
| 30D | +10.0% | +6.7% | +3.3% | +9.3% |
| 3M | +30.9% | +21.2% | +9.7% | +28.2% |
| 6M | +10.5% | +42.0% | -31.4% | +6.5% |
| YTD | +29.7% | +63.3% | -33.5% | +23.1% |
| 1Y | +71.1% | +65.4% | +5.7% | +62.1% |
| All | +250.5% | +51.6% | +198.9% | +226.0% |
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