+230.2%
NXT vs CLBK
+19.2%
+211.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -5.7% | +2.2% | -7.9% | -6.1% |
| 30D | +18.5% | +5.0% | +13.6% | +17.4% |
| 3M | -4.1% | +3.3% | -7.4% | -4.8% |
| 6M | -20.3% | +29.6% | -49.9% | -24.6% |
| YTD | +15.5% | +62.1% | -46.6% | +4.3% |
| 1Y | -5.0% | +64.3% | -69.3% | -14.5% |
| 3Y | +191.6% | +55.6% | +136.0% | +159.3% |
| All | +230.2% | +19.2% | +211.0% | +208.3% |
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