+45.4%
NU vs CLBK
+26.1%
+19.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | +10.0% | +4.5% | +5.5% | +8.8% |
| 3M | +29.3% | +22.8% | +6.5% | +22.5% |
| 6M | +0.9% | +43.4% | -42.5% | -8.1% |
| YTD | -10.3% | +64.1% | -74.4% | -21.2% |
| 1Y | -3.2% | +67.6% | -70.7% | -15.6% |
| 3Y | +120.6% | +53.3% | +67.3% | +94.0% |
| All | +45.4% | +26.1% | +19.3% | +23.4% |
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