+241.6%
FLR vs CLBK
+41.8%
+199.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.7% |
| 7D | -3.1% | -1.5% | -1.7% | -2.6% |
| 30D | +4.9% | +6.7% | -1.7% | +2.3% |
| 3M | +10.8% | +21.2% | -10.3% | +2.8% |
| 6M | +19.7% | +42.0% | -22.3% | +4.4% |
| YTD | +38.4% | +63.3% | -24.9% | +14.1% |
| 1Y | +34.7% | +65.4% | -30.7% | +10.2% |
| 3Y | +56.7% | +52.5% | +4.2% | +29.3% |
| 5Y | +241.6% | +42.0% | +199.6% | +145.8% |
| All | +241.6% | +41.8% | +199.8% | +145.8% |
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