+23.7%
FITB vs CLBK
+66.6%
-42.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.3% |
| 30D | -5.5% | +4.5% | -10.0% | -7.6% |
| 3M | +4.1% | +22.8% | -18.7% | -6.8% |
| 6M | +18.7% | +43.4% | -24.7% | -2.0% |
| YTD | +18.2% | +64.1% | -46.0% | -8.6% |
| 1Y | +23.7% | +67.6% | -43.9% | -7.8% |
| All | +23.7% | +66.6% | -42.9% | -7.8% |
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