-61.0%
FLNC vs CLBK
+52.2%
-113.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -4.1% | -1.5% | -2.6% | -3.3% |
| 30D | -24.8% | -1.0% | -23.7% | -24.4% |
| 3M | -59.1% | +22.9% | -82.0% | -63.3% |
| 6M | -42.0% | +44.2% | -86.2% | -52.0% |
| YTD | -49.8% | +64.0% | -113.8% | -61.1% |
| 1Y | +43.1% | +65.7% | -22.6% | +9.8% |
| 3Y | -61.0% | +54.1% | -115.0% | -70.3% |
| All | -61.0% | +52.2% | -113.2% | -70.3% |
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