-26.4%
NOW vs CLBK
+24.6%
-50.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -26.0% | +2.9% | -28.9% | -26.5% |
| 3M | -13.1% | +3.0% | -16.1% | -13.7% |
| 6M | +14.5% | +27.3% | -12.8% | +9.0% |
| YTD | -33.4% | +58.0% | -91.4% | -39.4% |
| 1Y | -40.6% | +62.4% | -103.0% | -46.3% |
| 3Y | -16.3% | +46.9% | -63.2% | -23.9% |
| All | -26.4% | +24.6% | -50.9% | -35.5% |
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