+36.5%
FLR vs CLBK
+54.0%
-17.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +2.8% | +3.4% | -0.6% | +1.5% |
| 3M | -6.4% | -4.3% | -2.1% | -5.0% |
| 6M | +8.8% | +28.4% | -19.6% | -2.0% |
| YTD | +23.6% | +59.4% | -35.8% | +1.3% |
| 1Y | +13.8% | +64.8% | -51.0% | -8.1% |
| 3Y | +36.5% | +50.6% | -14.1% | +9.9% |
| All | +36.5% | +54.0% | -17.5% | +9.9% |
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 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