-25.7%
FN vs CLBK
+65.7%
-91.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.0% |
| 7D | -7.0% | +4.6% | -11.6% | -7.5% |
| 30D | -24.7% | -1.5% | -23.2% | -24.4% |
| 3M | -35.7% | +4.4% | -40.0% | -36.2% |
| 6M | -52.4% | +31.7% | -84.1% | -54.7% |
| YTD | -25.0% | +58.7% | -83.7% | -31.7% |
| 1Y | -25.7% | +64.9% | -90.5% | -34.0% |
| All | -25.7% | +65.7% | -91.4% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling