+28.5%
NFLX vs CLBK
+43.7%
-15.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.0% | +1.1% | -6.1% | -5.1% |
| 30D | +3.5% | +7.8% | -4.2% | +2.7% |
| 3M | -7.1% | +23.9% | -31.0% | -9.3% |
| 6M | -22.5% | +42.3% | -64.8% | -25.4% |
| YTD | -18.1% | +65.4% | -83.5% | -22.7% |
| 1Y | -38.3% | +70.3% | -108.6% | -42.2% |
| 3Y | +73.4% | +54.5% | +18.9% | +61.7% |
| All | +28.5% | +43.7% | -15.2% | +20.5% |
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