+101.3%
NWSA vs CLBK
+66.9%
+34.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.6% | +1.1% | -3.8% | -3.1% |
| 30D | +4.6% | +7.8% | -3.2% | +1.6% |
| 3M | +10.2% | +23.9% | -13.7% | +1.4% |
| 6M | +21.6% | +42.3% | -20.7% | +5.9% |
| YTD | +14.6% | +65.4% | -50.7% | -6.5% |
| 1Y | +0.4% | +70.3% | -70.0% | -19.5% |
| 3Y | +45.0% | +54.5% | -9.5% | +16.5% |
| 5Y | +41.3% | +43.1% | -1.8% | +10.1% |
| All | +101.3% | +66.9% | +34.4% | +49.0% |
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