+101.2%
FFIV vs CLBK
+63.3%
+37.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -4.2% | +2.9% | -7.1% | -5.0% |
| 30D | -33.9% | +5.4% | -39.2% | -35.0% |
| 3M | -22.6% | +5.8% | -28.4% | -24.1% |
| 6M | -10.4% | +28.9% | -39.3% | -17.9% |
| YTD | +24.3% | +61.8% | -37.5% | +5.2% |
| 1Y | +31.8% | +63.1% | -31.3% | +11.2% |
| 3Y | +99.5% | +55.3% | +44.2% | +66.1% |
| 5Y | +40.7% | +28.0% | +12.8% | +20.2% |
| All | +101.2% | +63.3% | +37.9% | +60.6% |
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