+1,128.0%
FN vs CLBK
+62.9%
+1,065.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.0% |
| 7D | +16.3% | +1.8% | +14.5% | +15.6% |
| 30D | -24.7% | +5.1% | -29.8% | -26.3% |
| 3M | -34.9% | +5.2% | -40.1% | -36.4% |
| 6M | -41.1% | +28.6% | -69.7% | -47.0% |
| YTD | -19.6% | +61.4% | -81.0% | -34.5% |
| 1Y | -18.5% | +64.7% | -83.2% | -34.2% |
| 3Y | +119.1% | +55.1% | +64.0% | +76.8% |
| 5Y | +206.9% | +28.4% | +178.6% | +150.0% |
| All | +1,128.0% | +62.9% | +1,065.1% | +782.5% |
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