+321.6%
NOW vs CLBK
+67.9%
+253.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | +20.5% | +9.1% | +11.4% | +17.9% |
| 3M | +18.3% | +27.7% | -9.3% | +11.3% |
| 6M | +24.1% | +40.8% | -16.8% | +13.8% |
| YTD | -7.8% | +66.4% | -74.2% | -19.0% |
| 1Y | -21.4% | +72.4% | -93.8% | -31.7% |
| 3Y | +19.5% | +50.7% | -31.1% | +5.4% |
| 5Y | +4.1% | +42.9% | -38.9% | -11.1% |
| All | +321.6% | +67.9% | +253.7% | +257.3% |
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