+124.8%
NTRS vs CLBK
+65.5%
+59.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.4% | -1.5% | +2.8% | +2.2% |
| 30D | -0.7% | -1.0% | +0.4% | -0.1% |
| 3M | +11.3% | +22.9% | -11.6% | -0.8% |
| 6M | +35.5% | +44.2% | -8.7% | +10.6% |
| YTD | +40.6% | +64.0% | -23.4% | +6.5% |
| 1Y | +49.2% | +65.7% | -16.5% | +11.7% |
| 3Y | +167.2% | +54.1% | +113.2% | +99.7% |
| 5Y | +94.9% | +44.7% | +50.2% | +37.9% |
| All | +124.8% | +65.5% | +59.3% | +41.9% |
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 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