+291.3%
NEM vs CLBK
+66.9%
+224.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.9% | +1.1% | +2.7% | +3.8% |
| 30D | +12.7% | +7.8% | +4.9% | +12.0% |
| 3M | +28.7% | +23.9% | +4.8% | +26.1% |
| 6M | +9.8% | +42.3% | -32.5% | +6.3% |
| YTD | +28.1% | +65.4% | -37.3% | +22.3% |
| 1Y | +69.3% | +70.3% | -1.0% | +61.0% |
| 3Y | +247.7% | +54.5% | +193.2% | +231.0% |
| 5Y | +153.4% | +43.1% | +110.3% | +139.2% |
| All | +291.3% | +66.9% | +224.4% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling