+123.6%
NOK vs CLBK
+65.5%
+58.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -1.5% | +12.4% | +11.4% |
| 30D | +7.8% | -1.0% | +8.9% | +8.1% |
| 3M | -21.0% | +22.9% | -43.9% | -25.7% |
| 6M | +40.9% | +44.2% | -3.3% | +26.5% |
| YTD | +72.0% | +64.0% | +8.1% | +48.4% |
| 1Y | +140.9% | +65.7% | +75.2% | +106.3% |
| 3Y | +194.3% | +54.1% | +140.2% | +150.5% |
| 5Y | +112.5% | +44.7% | +67.8% | +75.8% |
| All | +123.6% | +65.5% | +58.2% | +82.1% |
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 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