+178.2%
NSC vs CLBK
+64.7%
+113.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -2.0% | -1.5% | -0.6% | -1.5% |
| 30D | -3.2% | +6.7% | -9.9% | -5.7% |
| 3M | +3.9% | +21.2% | -17.2% | -3.7% |
| 6M | +7.8% | +42.0% | -34.2% | -6.3% |
| YTD | +13.4% | +63.3% | -49.9% | -7.0% |
| 1Y | +20.3% | +65.4% | -45.1% | -2.4% |
| 3Y | +76.1% | +52.5% | +23.6% | +42.7% |
| 5Y | +45.0% | +42.0% | +3.0% | +11.1% |
| All | +178.2% | +64.7% | +113.4% | +105.9% |
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