+156.5%
FFIV vs CLBK
+64.7%
+91.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.1% | +4.3% |
| 7D | +3.5% | -1.5% | +4.9% | +3.9% |
| 30D | -1.3% | +6.7% | -8.0% | -3.4% |
| 3M | +2.4% | +21.2% | -18.8% | -4.2% |
| 6M | +41.8% | +42.0% | -0.2% | +25.8% |
| YTD | +58.5% | +63.3% | -4.7% | +33.9% |
| 1Y | +24.3% | +65.4% | -41.0% | +4.4% |
| 3Y | +152.0% | +52.5% | +99.6% | +111.2% |
| 5Y | +99.1% | +42.0% | +57.1% | +61.6% |
| All | +156.5% | +64.7% | +91.8% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling