+70.0%
FDX vs CLBK
+24.6%
+45.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | -1.6% | +0.6% | -2.3% | -1.8% |
| 30D | +6.6% | +2.9% | +3.7% | +5.8% |
| 3M | -2.1% | +3.0% | -5.0% | -3.0% |
| 6M | +2.2% | +27.3% | -25.1% | -5.3% |
| YTD | +33.9% | +58.0% | -24.1% | +16.5% |
| 1Y | +50.2% | +62.4% | -12.2% | +29.5% |
| 3Y | +65.5% | +46.9% | +18.6% | +44.5% |
| All | +70.0% | +24.6% | +45.5% | +46.4% |
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