-80.8%
FIG vs CLBK
+83.5%
-164.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -12.2% | -1.4% | -10.8% | -12.1% |
| 30D | -11.0% | +4.5% | -15.5% | -11.1% |
| 3M | +11.9% | +22.8% | -10.9% | +10.1% |
| 6M | -21.9% | +43.4% | -65.3% | -24.1% |
| YTD | -40.8% | +64.1% | -104.9% | -43.1% |
| 1Y | -56.6% | +67.6% | -124.2% | -59.3% |
| All | -80.8% | +83.5% | -164.3% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling