+100.5%
NXT vs CLBK
+55.4%
+45.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.9% | +1.1% | +1.7% | +2.6% |
| 30D | -17.2% | +7.8% | -25.0% | -18.7% |
| 3M | -32.0% | +23.9% | -55.9% | -35.5% |
| 6M | -15.8% | +42.3% | -58.1% | -22.8% |
| YTD | -1.9% | +65.4% | -67.3% | -13.5% |
| 1Y | +22.5% | +70.3% | -47.8% | +6.8% |
| 3Y | +100.5% | +54.5% | +46.1% | +67.0% |
| All | +100.5% | +55.4% | +45.1% | +67.0% |
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