+114.0%
NOK vs CLBK
+66.9%
+47.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +7.3% | +1.1% | +6.1% | +6.9% |
| 30D | +13.8% | +7.8% | +6.0% | +11.5% |
| 3M | -27.0% | +23.9% | -50.9% | -31.5% |
| 6M | +37.6% | +42.3% | -4.7% | +24.0% |
| YTD | +64.6% | +65.4% | -0.8% | +41.6% |
| 1Y | +132.0% | +70.3% | +61.7% | +97.1% |
| 3Y | +183.7% | +54.5% | +129.2% | +141.4% |
| 5Y | +101.3% | +43.1% | +58.2% | +67.5% |
| All | +114.0% | +66.9% | +47.1% | +73.8% |
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