-30.1%
FDS vs CLBK
+55.4%
-85.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | +1.6% | +7.8% | -6.2% | +0.2% |
| 3M | +17.7% | +23.9% | -6.1% | +13.0% |
| 6M | +29.1% | +42.3% | -13.3% | +20.7% |
| YTD | +1.0% | +65.4% | -64.4% | -8.2% |
| 1Y | -21.6% | +70.3% | -91.9% | -29.5% |
| 3Y | -30.1% | +54.5% | -84.6% | -37.0% |
| All | -30.1% | +55.4% | -85.5% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling