+997.8%
FN vs CLBK
+59.4%
+938.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.3% |
| 7D | 0.0% | +0.6% | -0.7% | -0.3% |
| 30D | -34.3% | +2.9% | -37.2% | -35.2% |
| 3M | -39.9% | +3.0% | -42.8% | -40.8% |
| 6M | -51.8% | +27.3% | -79.1% | -56.6% |
| YTD | -28.1% | +58.0% | -86.1% | -41.0% |
| 1Y | -29.1% | +62.4% | -91.5% | -42.5% |
| 3Y | +102.4% | +46.9% | +55.5% | +66.8% |
| 5Y | +171.7% | +25.3% | +146.4% | +123.4% |
| All | +997.8% | +59.4% | +938.3% | +694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling