+183.5%
NSC vs CLBK
+67.9%
+115.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +1.2% | -6.7% | -5.9% |
| 30D | -3.2% | +9.1% | -12.3% | -6.5% |
| 3M | +7.7% | +27.7% | -20.0% | -2.2% |
| 6M | +4.5% | +40.8% | -36.3% | -8.8% |
| YTD | +15.6% | +66.4% | -50.8% | -5.9% |
| 1Y | +19.8% | +72.4% | -52.5% | -4.3% |
| 3Y | +70.1% | +50.7% | +19.4% | +38.8% |
| 5Y | +46.1% | +42.9% | +3.2% | +12.1% |
| All | +183.5% | +67.9% | +115.6% | +108.3% |
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