+207.3%
NXT vs CLBK
+17.9%
+189.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.7% |
| 7D | -6.0% | +2.5% | -8.5% | -6.4% |
| 30D | +5.4% | +3.7% | +1.8% | +4.7% |
| 3M | -9.7% | -3.3% | -6.4% | -9.2% |
| 6M | -25.3% | +29.6% | -55.0% | -29.3% |
| YTD | +7.5% | +60.3% | -52.8% | -2.7% |
| 1Y | -3.0% | +63.4% | -66.4% | -12.6% |
| 3Y | +171.4% | +53.8% | +117.6% | +141.9% |
| All | +207.3% | +17.9% | +189.4% | +187.6% |
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 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