+85.6%
FDX vs CLBK
+67.9%
+17.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | +3.8% | +9.1% | -5.3% | -0.2% |
| 3M | -1.3% | +27.7% | -29.0% | -11.8% |
| 6M | +5.0% | +40.8% | -35.8% | -10.2% |
| YTD | +39.6% | +66.4% | -26.7% | +10.5% |
| 1Y | +81.1% | +72.4% | +8.8% | +40.2% |
| 3Y | +63.0% | +50.7% | +12.4% | +30.2% |
| 5Y | +65.6% | +42.9% | +22.7% | +22.8% |
| All | +85.6% | +67.9% | +17.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling