-51.7%
FIG vs CLBK
+65.7%
-117.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.2% |
| 7D | -4.7% | +4.6% | -9.2% | -4.7% |
| 30D | +0.5% | -1.5% | +2.0% | +0.4% |
| 3M | -18.4% | +4.4% | -22.8% | -18.0% |
| 6M | +10.9% | +31.7% | -20.8% | +13.3% |
| YTD | -40.8% | +58.7% | -99.5% | -37.5% |
| 1Y | -51.7% | +64.9% | -116.6% | -51.5% |
| All | -51.7% | +65.7% | -117.4% | -51.5% |
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