+866.8%
NVDX vs CLBK
+61.1%
+805.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | +7.3% | +1.1% | +6.2% | +7.0% |
| 30D | -0.9% | +7.8% | -8.7% | -2.9% |
| 3M | +8.4% | +23.9% | -15.5% | +1.4% |
| 6M | +38.2% | +42.3% | -4.2% | +23.6% |
| YTD | +19.3% | +65.4% | -46.1% | +1.4% |
| 1Y | +33.3% | +70.3% | -37.1% | +11.3% |
| All | +866.8% | +61.1% | +805.7% | +721.3% |
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