-20.7%
FDS vs CLBK
+43.5%
-64.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +17.7% | +23.9% | -6.1% | +13.6% |
| 6M | +29.1% | +42.3% | -13.3% | +21.6% |
| YTD | +1.0% | +65.4% | -64.4% | -7.2% |
| 1Y | -21.6% | +70.3% | -91.9% | -28.6% |
| 3Y | -30.1% | +54.5% | -84.6% | -36.1% |
| 5Y | -20.7% | +43.1% | -63.8% | -26.4% |
| All | -20.7% | +43.5% | -64.2% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling