+53.2%
CLBK vs FGI
+5.7%
+47.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | +0.1% |
| 7D | +2.2% | +6.9% | -4.7% | +2.1% |
| 30D | +5.0% | +3.9% | +1.0% | +4.9% |
| 3M | +3.3% | +74.3% | -71.0% | +1.5% |
| 6M | +29.6% | +28.9% | +0.7% | +27.8% |
| YTD | +62.1% | +39.1% | +23.0% | +58.1% |
| 1Y | +64.3% | +49.3% | +15.0% | +59.3% |
| All | +53.2% | +5.7% | +47.4% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling