+21.3%
NOK vs CLBK
+65.7%
-44.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | -10.4% | +4.6% | -15.0% | -10.9% |
| 30D | -19.0% | -1.5% | -17.5% | -18.6% |
| 3M | -16.7% | +4.4% | -21.1% | -16.7% |
| 6M | -37.1% | +31.7% | -68.8% | -39.4% |
| YTD | +27.7% | +58.7% | -31.0% | +20.8% |
| 1Y | +21.3% | +64.9% | -43.6% | +11.7% |
| All | +21.3% | +65.7% | -44.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling