+24.9%
CLBK vs FGI
-70.4%
+95.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +9.1% | +65.4% | -56.3% | +7.7% |
| 3M | +27.7% | +23.5% | +4.2% | +26.4% |
| 6M | +40.8% | +60.5% | -19.7% | +37.8% |
| YTD | +66.4% | +30.0% | +36.4% | +63.3% |
| 1Y | +72.4% | +82.1% | -9.7% | +67.1% |
| 3Y | +50.7% | -4.4% | +55.1% | +46.5% |
| All | +24.9% | -70.4% | +95.3% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling