+327.1%
NET vs CLBK
+51.7%
+275.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +1.2% | -8.2% | -7.3% |
| 30D | -4.8% | +9.1% | -13.9% | -7.3% |
| 3M | +3.8% | +27.7% | -23.9% | -4.0% |
| 6M | +50.0% | +40.8% | +9.2% | +34.2% |
| YTD | +41.5% | +66.4% | -24.9% | +19.4% |
| 1Y | +32.8% | +72.4% | -39.5% | +10.2% |
| All | +327.1% | +51.7% | +275.4% | +263.1% |
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