+1,138.3%
FN vs CLBK
+63.6%
+1,074.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +8.0% | +2.2% | +5.9% | +7.3% |
| 30D | -19.1% | +5.0% | -24.1% | -20.7% |
| 3M | -29.8% | +3.3% | -33.1% | -30.9% |
| 6M | -43.2% | +29.6% | -72.8% | -49.1% |
| YTD | -18.9% | +62.1% | -81.1% | -34.0% |
| 1Y | -17.9% | +64.3% | -82.2% | -33.6% |
| 3Y | +120.1% | +55.6% | +64.5% | +77.4% |
| 5Y | +206.7% | +29.3% | +177.4% | +149.0% |
| All | +1,138.3% | +63.6% | +1,074.7% | +788.4% |
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