+92.9%
NTRS vs CLBK
+43.5%
+49.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.4% | -1.5% | +2.8% | +1.9% |
| 30D | -0.7% | -1.0% | +0.4% | -0.3% |
| 3M | +11.3% | +22.9% | -11.6% | +2.3% |
| 6M | +35.5% | +44.2% | -8.7% | +16.6% |
| YTD | +40.6% | +64.0% | -23.4% | +14.6% |
| 1Y | +49.2% | +65.7% | -16.5% | +20.6% |
| 3Y | +167.2% | +54.1% | +113.2% | +116.8% |
| All | +92.9% | +43.5% | +49.4% | +45.7% |
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