+24.4%
NSC vs CLBK
+24.6%
-0.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | -6.6% | +0.6% | -7.3% | -6.8% |
| 30D | +2.2% | +2.9% | -0.7% | +1.5% |
| 3M | -6.2% | +3.0% | -9.2% | -7.0% |
| 6M | +1.7% | +27.3% | -25.6% | -4.3% |
| YTD | +12.2% | +58.0% | -45.8% | 0.0% |
| 1Y | +15.4% | +62.4% | -47.0% | +2.1% |
| 3Y | +73.3% | +46.9% | +26.4% | +54.5% |
| All | +24.4% | +24.6% | -0.2% | +8.9% |
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 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