+177.4%
NXT vs CLBK
+22.4%
+155.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -15.3% | +9.1% | -24.5% | -16.8% |
| 3M | -43.8% | +27.7% | -71.5% | -46.6% |
| 6M | -18.7% | +40.8% | -59.5% | -24.3% |
| YTD | -3.0% | +66.4% | -69.4% | -12.8% |
| 1Y | +22.7% | +72.4% | -49.6% | +9.2% |
| 3Y | +95.9% | +50.7% | +45.2% | +74.8% |
| All | +177.4% | +22.4% | +155.0% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling