+102.8%
NOK vs CLBK
+41.8%
+61.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +8.7% | -1.4% | +10.1% | +9.0% |
| 30D | +12.5% | +4.5% | +8.0% | +11.5% |
| 3M | -20.7% | +22.8% | -43.5% | -24.2% |
| 6M | +36.2% | +43.4% | -7.3% | +25.9% |
| YTD | +64.1% | +64.1% | 0.0% | +47.3% |
| 1Y | +132.4% | +67.6% | +64.8% | +107.1% |
| 3Y | +182.9% | +53.3% | +129.6% | +152.1% |
| 5Y | +102.8% | +44.8% | +58.0% | +73.3% |
| All | +102.8% | +41.8% | +61.0% | +73.3% |
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