-99.1%
NVD vs CLBK
+48.9%
-148.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +4.6% |
| 7D | +9.0% | -1.4% | +10.4% | +8.6% |
| 30D | -5.5% | +4.5% | -10.0% | -3.9% |
| 3M | -24.6% | +22.8% | -47.4% | -19.6% |
| 6M | -42.1% | +43.4% | -85.5% | -34.5% |
| YTD | -44.3% | +64.1% | -108.4% | -34.1% |
| 1Y | -54.2% | +67.6% | -121.7% | -45.3% |
| 3Y | -99.1% | +53.3% | -152.4% | -98.9% |
| All | -99.1% | +48.9% | -148.0% | -98.9% |
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 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