+97.2%
NI vs CLBK
+43.5%
+53.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | -1.4% | -1.0% | -0.4% | -1.3% |
| 3M | -10.6% | +22.9% | -33.5% | -13.1% |
| 6M | -9.3% | +44.2% | -53.5% | -13.9% |
| YTD | +1.1% | +64.0% | -62.8% | -5.7% |
| 1Y | +3.4% | +65.7% | -62.3% | -4.0% |
| 3Y | +67.9% | +54.1% | +13.8% | +55.7% |
| All | +97.2% | +43.5% | +53.7% | +81.0% |
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