-23.3%
FDS vs CLBK
+28.8%
-52.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.5% |
| 30D | +13.5% | +5.4% | +8.1% | +12.5% |
| 3M | +15.2% | +5.8% | +9.4% | +14.0% |
| 6M | +47.0% | +28.9% | +18.1% | +40.7% |
| YTD | +13.9% | +61.8% | -47.9% | +4.8% |
| 1Y | +25.2% | +63.1% | -37.9% | +14.8% |
| 3Y | -25.3% | +55.3% | -80.7% | -31.8% |
| 5Y | -23.3% | +28.0% | -51.3% | -30.0% |
| All | -23.3% | +28.8% | -52.1% | -30.0% |
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 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