+32.6%
NET vs CLBK
+27.9%
+4.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -16.4% | +4.6% | -21.0% | -17.5% |
| 30D | -25.8% | -1.5% | -24.3% | -25.6% |
| 3M | -11.5% | +4.4% | -15.9% | -12.9% |
| 6M | +18.9% | +31.7% | -12.8% | +9.1% |
| YTD | +35.2% | +58.7% | -23.5% | +16.7% |
| 1Y | +14.5% | +64.9% | -50.4% | -2.4% |
| 3Y | +313.8% | +45.3% | +268.5% | +259.0% |
| 5Y | +32.6% | +28.5% | +4.0% | +18.9% |
| All | +32.6% | +27.9% | +4.6% | +18.9% |
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