-57.0%
FIG vs CLBK
+62.6%
-119.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | +2.6% | +2.5% | +0.2% | +2.4% |
| 30D | -13.1% | +3.7% | -16.7% | -13.2% |
| 3M | -20.3% | -3.3% | -17.1% | -20.5% |
| 6M | -2.1% | +29.6% | -31.8% | -1.2% |
| YTD | -49.4% | +60.3% | -109.6% | -47.8% |
| 1Y | -57.0% | +63.4% | -120.4% | -58.0% |
| All | -57.0% | +62.6% | -119.6% | -58.0% |
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