+110.7%
FANG vs CLBK
+65.6%
+45.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.9% |
| 30D | +2.4% | +4.5% | -2.1% | 0.0% |
| 3M | +5.1% | +22.8% | -17.7% | -6.0% |
| 6M | +16.4% | +43.4% | -27.0% | -4.8% |
| YTD | +39.0% | +64.1% | -25.2% | +4.7% |
| 1Y | +50.6% | +67.6% | -16.9% | +11.2% |
| 3Y | +46.9% | +53.3% | -6.3% | +6.3% |
| 5Y | +238.2% | +44.8% | +193.4% | +110.4% |
| All | +110.7% | +65.6% | +45.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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