+36.0%
NVS vs CLBK
+65.7%
-29.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.5% |
| 7D | +5.7% | +4.6% | +1.1% | +5.5% |
| 30D | +17.1% | -1.5% | +18.6% | +17.1% |
| 3M | +7.6% | +4.4% | +3.3% | +7.1% |
| 6M | +14.1% | +31.7% | -17.6% | +10.3% |
| YTD | +23.3% | +58.7% | -35.4% | +18.1% |
| 1Y | +36.0% | +64.9% | -28.9% | +30.1% |
| All | +36.0% | +65.7% | -29.8% | +30.1% |
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