+206.7%
FN vs CLBK
+27.8%
+178.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +8.0% | +2.2% | +5.9% | +7.5% |
| 30D | -19.1% | +5.0% | -24.1% | -20.2% |
| 3M | -29.8% | +3.3% | -33.1% | -30.6% |
| 6M | -43.2% | +29.6% | -72.8% | -47.2% |
| YTD | -18.9% | +62.1% | -81.1% | -29.5% |
| 1Y | -17.9% | +64.3% | -82.2% | -28.9% |
| 3Y | +120.1% | +55.6% | +64.5% | +91.3% |
| 5Y | +206.7% | +29.3% | +177.4% | +160.3% |
| All | +206.7% | +27.8% | +178.9% | +160.3% |
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