+102.9%
FFIV vs CLBK
+63.6%
+39.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -2.9% | +2.2% | -5.1% | -3.6% |
| 30D | -32.4% | +5.0% | -37.4% | -33.5% |
| 3M | -22.7% | +3.3% | -26.0% | -23.6% |
| 6M | -10.7% | +29.6% | -40.3% | -18.3% |
| YTD | +25.4% | +62.1% | -36.8% | +6.1% |
| 1Y | +34.2% | +64.3% | -30.2% | +12.9% |
| 3Y | +101.2% | +55.6% | +45.6% | +67.5% |
| 5Y | +42.0% | +29.3% | +12.7% | +20.7% |
| All | +102.9% | +63.6% | +39.3% | +61.8% |
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