+142.7%
FFIV vs CLBK
+55.4%
+87.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.5% | +1.1% | -2.7% | -1.9% |
| 30D | -2.7% | +7.8% | -10.4% | -4.7% |
| 3M | -1.7% | +23.9% | -25.5% | -7.8% |
| 6M | +36.1% | +42.3% | -6.2% | +22.4% |
| YTD | +52.6% | +65.4% | -12.8% | +31.2% |
| 1Y | +21.5% | +70.3% | -48.8% | +3.4% |
| 3Y | +142.7% | +54.5% | +88.2% | +104.4% |
| All | +142.7% | +55.4% | +87.3% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling