+141.6%
FITB vs CLBK
+54.0%
+87.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | +9.8% | +3.4% | +6.4% | +7.8% |
| 3M | -5.2% | -4.3% | -0.9% | -3.0% |
| 6M | +17.3% | +28.4% | -11.0% | +1.7% |
| YTD | +19.3% | +59.4% | -40.1% | -8.5% |
| 1Y | +32.7% | +64.8% | -32.1% | -0.2% |
| 3Y | +141.6% | +50.6% | +91.0% | +86.2% |
| All | +141.6% | +54.0% | +87.6% | +86.2% |
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