+183.3%
NSC vs CLBK
+60.9%
+122.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.5% | +0.9% | +1.6% | +2.1% |
| 30D | +1.7% | +3.4% | -1.7% | +0.4% |
| 3M | -2.6% | -4.3% | +1.7% | -1.1% |
| 6M | +6.4% | +28.4% | -21.9% | -3.8% |
| YTD | +15.5% | +59.4% | -43.9% | -4.5% |
| 1Y | +17.6% | +64.8% | -47.2% | -4.2% |
| 3Y | +75.0% | +50.6% | +24.4% | +42.4% |
| 5Y | +32.2% | +28.3% | +3.9% | +7.8% |
| All | +183.3% | +60.9% | +122.4% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling