-58.4%
FICO vs CLBK
+64.1%
-122.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +0.9% | +2.9% | -2.0% | -0.3% |
| 30D | +9.4% | +5.4% | +4.1% | +7.1% |
| 3M | -30.4% | +5.8% | -36.1% | -32.2% |
| 6M | -35.1% | +28.9% | -64.0% | -41.5% |
| YTD | -56.8% | +61.8% | -118.6% | -62.7% |
| 1Y | -58.4% | +63.1% | -121.5% | -63.9% |
| All | -58.4% | +64.1% | -122.5% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling