+220.5%
NYT vs CLBK
+65.5%
+155.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | +4.6% | -1.0% | +5.6% | +4.8% |
| 3M | -9.6% | +22.9% | -32.5% | -14.2% |
| 6M | -14.0% | +44.2% | -58.2% | -21.7% |
| YTD | -2.8% | +64.0% | -66.8% | -14.7% |
| 1Y | +15.6% | +65.7% | -50.1% | +0.9% |
| 3Y | +56.3% | +54.1% | +2.3% | +35.5% |
| 5Y | +39.5% | +44.7% | -5.2% | +18.2% |
| All | +220.5% | +65.5% | +155.1% | +158.9% |
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