+89.3%
FDS vs CLBK
+61.7%
+27.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.6% | +2.5% | -5.0% | -3.3% |
| 30D | +14.1% | +3.7% | +10.4% | +12.9% |
| 3M | +19.8% | -3.3% | +23.0% | +20.8% |
| 6M | +55.0% | +29.6% | +25.3% | +43.5% |
| YTD | +15.9% | +60.3% | -44.4% | +0.6% |
| 1Y | +24.2% | +63.4% | -39.2% | +6.9% |
| 3Y | -24.0% | +53.8% | -77.9% | -35.4% |
| 5Y | -23.3% | +29.0% | -52.3% | -34.5% |
| All | +89.3% | +61.7% | +27.6% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling