+99.4%
NWSA vs CLBK
+65.5%
+33.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | +3.0% | -1.0% | +4.1% | +3.4% |
| 3M | +12.3% | +22.9% | -10.6% | +3.7% |
| 6M | +21.9% | +44.2% | -22.3% | +5.5% |
| YTD | +13.6% | +64.0% | -50.4% | -7.1% |
| 1Y | +0.5% | +65.7% | -65.2% | -18.5% |
| 3Y | +43.8% | +54.1% | -10.3% | +15.5% |
| 5Y | +41.2% | +44.7% | -3.5% | +9.0% |
| All | +99.4% | +65.5% | +33.9% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling