-2.8%
FLR vs CLBK
+66.9%
-69.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +0.7% | +1.1% | -0.5% | -0.1% |
| 30D | -0.7% | +7.8% | -8.4% | -6.0% |
| 3M | +14.3% | +23.9% | -9.5% | -2.4% |
| 6M | +25.6% | +42.3% | -16.7% | -3.0% |
| YTD | +42.9% | +65.4% | -22.5% | -1.8% |
| 1Y | +38.7% | +70.3% | -31.6% | -7.5% |
| 3Y | +61.8% | +54.5% | +7.3% | +7.9% |
| 5Y | +254.1% | +43.1% | +211.0% | +104.2% |
| All | -2.8% | +66.9% | -69.7% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling