+92.6%
FFIV vs CLBK
+43.5%
+49.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.5% | +1.1% | -2.7% | -1.8% |
| 30D | -2.7% | +7.8% | -10.4% | -4.4% |
| 3M | -1.7% | +23.9% | -25.5% | -6.9% |
| 6M | +36.1% | +42.3% | -6.2% | +24.4% |
| YTD | +52.6% | +65.4% | -12.8% | +34.3% |
| 1Y | +21.5% | +70.3% | -48.8% | +6.0% |
| 3Y | +142.7% | +54.5% | +88.2% | +112.6% |
| 5Y | +92.6% | +43.1% | +49.5% | +66.7% |
| All | +92.6% | +43.5% | +49.1% | +66.7% |
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 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