+4.4%
FICO vs CLBK
+51.7%
-47.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +1.2% | -20.4% | -19.4% |
| 30D | -14.6% | +9.1% | -23.7% | -16.5% |
| 3M | -20.1% | +27.7% | -47.8% | -25.0% |
| 6M | -36.3% | +40.8% | -77.2% | -41.6% |
| YTD | -44.9% | +66.4% | -111.2% | -51.3% |
| 1Y | -38.6% | +72.4% | -111.0% | -46.4% |
| All | +4.4% | +51.7% | -47.2% | -9.8% |
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 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