+31.6%
FDS vs CLBK
+65.7%
-34.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +9.4% | +4.6% | +4.8% | +8.7% |
| 30D | +23.8% | -1.5% | +25.3% | +23.8% |
| 3M | +25.1% | +4.4% | +20.8% | +24.4% |
| 6M | +53.8% | +31.7% | +22.1% | +49.2% |
| YTD | +19.6% | +58.7% | -39.2% | +16.7% |
| 1Y | +31.6% | +64.9% | -33.2% | +25.2% |
| All | +31.6% | +65.7% | -34.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling