+289.3%
FN vs CLBK
+42.8%
+246.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | -22.0% | +9.1% | -31.1% | -23.9% |
| 3M | -43.0% | +27.7% | -70.7% | -46.9% |
| 6M | -27.7% | +40.8% | -68.6% | -34.6% |
| YTD | -10.5% | +66.4% | -76.9% | -22.9% |
| 1Y | +12.5% | +72.4% | -59.9% | -4.4% |
| 3Y | +153.8% | +50.7% | +103.1% | +120.3% |
| All | +289.3% | +42.8% | +246.5% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling