-83.9%
FIG vs CLBK
+80.9%
-164.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -11.4% | +2.9% | -14.3% | -11.7% |
| 30D | -17.2% | +5.4% | -22.6% | -17.7% |
| 3M | -26.6% | +5.8% | -32.4% | -26.9% |
| 6M | -9.8% | +28.9% | -38.7% | -11.7% |
| YTD | -50.1% | +61.8% | -112.0% | -52.1% |
| 1Y | -58.1% | +63.1% | -121.2% | -60.0% |
| All | -83.9% | +80.9% | -164.8% | -84.6% |
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 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