+170.4%
NXT vs CLBK
+20.1%
+150.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | -0.2% | -1.5% | +1.2% | +0.1% |
| 30D | -20.0% | +6.7% | -26.6% | -21.0% |
| 3M | -30.9% | +21.2% | -52.1% | -33.7% |
| 6M | -23.8% | +42.0% | -65.8% | -29.2% |
| YTD | -5.4% | +63.3% | -68.7% | -14.7% |
| 1Y | +28.0% | +65.4% | -37.3% | +14.9% |
| 3Y | +93.3% | +52.5% | +40.8% | +72.5% |
| All | +170.4% | +20.1% | +150.4% | +152.2% |
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