+56.7%
NOC vs CLBK
+41.8%
+14.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | -10.4% | +6.7% | -17.1% | -10.8% |
| 3M | -5.6% | +21.2% | -26.8% | -6.9% |
| 6M | -30.4% | +42.0% | -72.4% | -32.0% |
| YTD | -8.5% | +63.3% | -71.7% | -11.6% |
| 1Y | -8.3% | +65.4% | -73.7% | -11.6% |
| 3Y | +28.2% | +52.5% | -24.2% | +23.8% |
| 5Y | +56.7% | +42.0% | +14.8% | +49.1% |
| All | +56.7% | +41.8% | +14.9% | +49.1% |
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