+67.5%
NOC vs CLBK
+65.6%
+1.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -9.4% | +4.5% | -14.0% | -10.2% |
| 3M | -3.8% | +22.8% | -26.6% | -7.7% |
| 6M | -28.8% | +43.4% | -72.2% | -33.7% |
| YTD | -7.9% | +64.1% | -72.0% | -16.7% |
| 1Y | -9.0% | +67.6% | -76.6% | -18.3% |
| 3Y | +29.1% | +53.3% | -24.2% | +15.1% |
| 5Y | +58.9% | +44.8% | +14.1% | +35.5% |
| All | +67.5% | +65.6% | +1.9% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling