-54.2%
NVD vs CLBK
+68.0%
-122.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.2% |
| 7D | +10.8% | -1.5% | +12.3% | +10.7% |
| 30D | +0.8% | -1.0% | +1.8% | +0.7% |
| 3M | -20.8% | +22.9% | -43.8% | -20.8% |
| 6M | -41.2% | +44.2% | -85.4% | -40.7% |
| YTD | -44.2% | +64.0% | -108.2% | -44.9% |
| 1Y | -54.2% | +65.7% | -119.8% | -54.5% |
| All | -54.2% | +68.0% | -122.1% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling