+310.3%
FICO vs CLBK
+59.4%
+250.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -0.9% | +0.6% | -1.6% | -1.2% |
| 30D | +3.3% | +2.9% | +0.5% | +2.3% |
| 3M | -31.7% | +3.0% | -34.7% | -32.5% |
| 6M | -34.0% | +27.3% | -61.3% | -39.4% |
| YTD | -58.3% | +58.0% | -116.3% | -64.6% |
| 1Y | -57.9% | +62.4% | -120.3% | -64.7% |
| 3Y | -24.1% | +46.9% | -71.0% | -36.3% |
| 5Y | +85.3% | +25.3% | +60.0% | +54.7% |
| All | +310.3% | +59.4% | +250.9% | +184.9% |
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 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