+167.1%
NXT vs CLBK
+20.7%
+146.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | -22.4% | +4.5% | -27.0% | -23.2% |
| 3M | -27.3% | +22.8% | -50.1% | -30.4% |
| 6M | -28.5% | +43.4% | -71.9% | -33.6% |
| YTD | -6.6% | +64.1% | -70.7% | -15.9% |
| 1Y | +20.4% | +67.6% | -47.2% | +7.7% |
| 3Y | +90.9% | +53.3% | +37.7% | +70.2% |
| All | +167.1% | +20.7% | +146.4% | +148.8% |
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 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