-38.7%
NOW vs CLBK
+65.7%
-104.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -27.5% | +4.6% | -32.1% | -28.0% |
| 30D | -20.0% | -1.5% | -18.5% | -19.9% |
| 3M | -7.9% | +4.4% | -12.3% | -8.6% |
| 6M | +18.3% | +31.7% | -13.4% | +12.8% |
| YTD | -29.0% | +58.7% | -87.7% | -32.5% |
| 1Y | -38.7% | +64.9% | -103.6% | -44.0% |
| All | -38.7% | +65.7% | -104.5% | -44.0% |
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 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