+16.3%
NXPI vs CLBK
+55.4%
-39.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.7% | +1.1% | -0.5% | +0.3% |
| 30D | -6.6% | +7.8% | -14.4% | -9.3% |
| 3M | -25.4% | +23.9% | -49.3% | -31.5% |
| 6M | +11.9% | +42.3% | -30.4% | -3.0% |
| YTD | +4.0% | +65.4% | -61.4% | -15.6% |
| 1Y | +1.0% | +70.3% | -69.3% | -19.1% |
| 3Y | +16.3% | +54.5% | -38.1% | -8.2% |
| All | +16.3% | +55.4% | -39.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling