+130.9%
NI vs CLBK
+66.9%
+64.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | -1.7% | +7.8% | -9.4% | -3.6% |
| 3M | -8.0% | +23.9% | -31.9% | -13.1% |
| 6M | -8.6% | +42.3% | -51.0% | -16.8% |
| YTD | +2.3% | +65.4% | -63.1% | -10.6% |
| 1Y | +6.9% | +70.3% | -63.4% | -7.7% |
| 3Y | +70.6% | +54.5% | +16.1% | +47.2% |
| 5Y | +96.4% | +43.1% | +53.3% | +62.8% |
| All | +130.9% | +66.9% | +64.0% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling