+21.2%
CLBK vs FGI
-70.0%
+91.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +5.1% | -3.2% | +8.3% | +5.1% |
| 3M | +5.2% | +64.1% | -58.9% | +3.8% |
| 6M | +28.6% | +17.2% | +11.4% | +27.2% |
| YTD | +61.4% | +31.6% | +29.8% | +58.3% |
| 1Y | +64.7% | +45.1% | +19.6% | +60.8% |
| 3Y | +55.1% | -2.0% | +57.1% | +50.6% |
| All | +21.2% | -70.0% | +91.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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