+1,000.6%
FN vs CLBK
+60.9%
+939.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.1% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | -16.5% | +3.4% | -19.9% | -17.7% |
| 3M | -42.1% | -4.3% | -37.8% | -41.3% |
| 6M | -52.9% | +28.4% | -81.2% | -57.6% |
| YTD | -28.0% | +59.4% | -87.4% | -41.0% |
| 1Y | -18.5% | +64.8% | -83.3% | -34.3% |
| 3Y | +93.9% | +50.6% | +43.3% | +58.3% |
| 5Y | +170.5% | +28.3% | +142.2% | +119.9% |
| All | +1,000.6% | +60.9% | +939.7% | +695.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling