+6.7%
NI vs CLBK
+73.3%
-66.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | -3.5% | +9.1% | -12.7% | -4.2% |
| 3M | -9.1% | +27.7% | -36.8% | -11.2% |
| 6M | -11.8% | +40.8% | -52.7% | -14.7% |
| YTD | +1.1% | +66.4% | -65.3% | -2.9% |
| 1Y | +6.7% | +72.4% | -65.7% | +2.8% |
| All | +6.7% | +73.3% | -66.6% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling