+6.9%
NXT vs CLBK
+65.7%
-58.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.9% | +10.2% | +10.9% |
| 7D | +30.0% | +4.6% | +25.4% | +28.7% |
| 30D | +28.6% | -1.5% | +30.1% | +29.1% |
| 3M | +8.4% | +4.4% | +4.0% | +7.2% |
| 6M | -8.7% | +31.7% | -40.4% | -16.4% |
| YTD | +22.5% | +58.7% | -36.2% | +3.6% |
| 1Y | +6.9% | +64.9% | -58.0% | -16.8% |
| All | +6.9% | +65.7% | -58.8% | -16.8% |
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