+154.0%
NEM vs CLBK
+41.8%
+112.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | +7.8% | +4.5% | +3.3% | +7.6% |
| 3M | +36.3% | +22.8% | +13.5% | +34.5% |
| 6M | +6.6% | +43.4% | -36.9% | +4.3% |
| YTD | +27.1% | +64.1% | -37.0% | +23.4% |
| 1Y | +62.3% | +67.6% | -5.2% | +57.4% |
| 3Y | +245.1% | +53.3% | +191.8% | +234.6% |
| 5Y | +154.0% | +44.8% | +109.2% | +158.7% |
| All | +154.0% | +41.8% | +112.2% | +158.7% |
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