+69.8%
FITB vs CLBK
+41.8%
+27.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.2% |
| 30D | -5.5% | +4.5% | -10.0% | -7.9% |
| 3M | +4.1% | +22.8% | -18.7% | -7.5% |
| 6M | +18.7% | +43.4% | -24.7% | -3.3% |
| YTD | +18.2% | +64.1% | -46.0% | -11.0% |
| 1Y | +23.7% | +67.6% | -43.9% | -8.3% |
| 3Y | +130.8% | +53.3% | +77.5% | +75.7% |
| 5Y | +69.8% | +44.8% | +25.0% | +19.9% |
| All | +69.8% | +41.8% | +27.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling