+20.3%
CLBK vs FGI
-66.3%
+86.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.2% |
| 7D | +2.5% | +13.5% | -11.1% | +2.3% |
| 30D | +3.7% | +17.1% | -13.4% | +3.5% |
| 3M | -3.3% | +78.0% | -81.3% | -4.6% |
| 6M | +29.6% | +46.4% | -16.8% | +28.0% |
| YTD | +60.3% | +47.7% | +12.5% | +56.9% |
| 1Y | +63.4% | +56.8% | +6.6% | +59.4% |
| 3Y | +53.8% | +12.3% | +41.6% | +49.2% |
| All | +20.3% | -66.3% | +86.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling