+46.9%
CLBK vs FGI
+1.5%
+45.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +0.6% | -7.0% | +7.6% | +0.7% |
| 30D | +2.9% | -4.2% | +7.1% | +2.9% |
| 3M | +3.0% | +55.6% | -52.6% | +1.4% |
| 6M | +27.3% | -3.2% | +30.4% | +26.1% |
| YTD | +58.0% | +29.1% | +28.9% | +54.2% |
| 1Y | +62.4% | +51.0% | +11.4% | +57.4% |
| 3Y | +46.9% | +1.5% | +45.4% | +45.1% |
| All | +46.9% | +1.5% | +45.4% | +45.1% |
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