+20.6%
NXPI vs CLBK
+43.5%
-22.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +3.9% | -1.5% | +5.3% | +4.3% |
| 30D | +1.4% | -1.0% | +2.4% | +1.7% |
| 3M | -21.5% | +22.9% | -44.4% | -26.6% |
| 6M | +19.4% | +44.2% | -24.8% | +6.0% |
| YTD | +9.9% | +64.0% | -54.0% | -6.6% |
| 1Y | +7.9% | +65.7% | -57.8% | -8.7% |
| 3Y | +22.7% | +54.1% | -31.4% | +4.0% |
| All | +20.6% | +43.5% | -22.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling