+66.2%
NOC vs CLBK
+67.9%
-1.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.4% |
| 30D | -7.2% | +9.1% | -16.3% | -8.8% |
| 3M | -5.1% | +27.7% | -32.8% | -9.6% |
| 6M | -31.1% | +40.8% | -71.9% | -35.6% |
| YTD | -8.6% | +66.4% | -75.0% | -17.5% |
| 1Y | -9.7% | +72.4% | -82.1% | -19.4% |
| 3Y | +24.3% | +50.7% | -26.4% | +11.5% |
| 5Y | +52.6% | +42.9% | +9.7% | +31.3% |
| All | +66.2% | +67.9% | -1.7% | +26.9% |
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