-28.0%
FICO vs CLBK
+56.6%
-84.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.0% | +2.2% | +1.8% | +3.4% |
| 30D | -1.5% | +5.0% | -6.5% | -2.8% |
| 3M | -29.8% | +3.3% | -33.1% | -30.5% |
| 6M | -33.3% | +29.6% | -62.9% | -37.5% |
| YTD | -56.9% | +62.1% | -119.0% | -61.6% |
| 1Y | -59.5% | +64.3% | -123.8% | -64.1% |
| All | -28.0% | +56.6% | -84.6% | -36.2% |
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