+41.6%
NYT vs CLBK
+43.5%
-1.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | -9.6% | +22.9% | -32.5% | -12.8% |
| 6M | -14.0% | +44.2% | -58.2% | -19.3% |
| YTD | -2.8% | +64.0% | -66.8% | -11.2% |
| 1Y | +15.6% | +65.7% | -50.1% | +5.2% |
| 3Y | +56.3% | +54.1% | +2.3% | +41.9% |
| All | +41.6% | +43.5% | -1.9% | +29.4% |
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