-71.6%
FLNC vs CLBK
+37.2%
-108.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -4.1% | -1.5% | -2.6% | -3.5% |
| 30D | -24.8% | -1.0% | -23.7% | -24.5% |
| 3M | -59.1% | +22.9% | -82.0% | -62.2% |
| 6M | -42.0% | +44.2% | -86.2% | -49.5% |
| YTD | -49.8% | +64.0% | -113.8% | -58.3% |
| 1Y | +43.1% | +65.7% | -22.6% | +18.1% |
| 3Y | -61.0% | +54.1% | -115.0% | -67.3% |
| All | -71.6% | +37.2% | -108.8% | -78.7% |
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