-15.3%
FND vs CLBK
+60.9%
-76.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -6.8% | +0.9% | -7.7% | -7.2% |
| 30D | +8.0% | +3.4% | +4.6% | +6.1% |
| 3M | -18.9% | -4.3% | -14.7% | -17.1% |
| 6M | +4.7% | +28.4% | -23.7% | -9.4% |
| YTD | -21.6% | +59.4% | -81.0% | -39.9% |
| 1Y | -22.0% | +64.8% | -86.8% | -41.3% |
| 3Y | -40.4% | +50.6% | -91.0% | -54.2% |
| 5Y | -63.8% | +28.3% | -92.1% | -71.8% |
| All | -15.3% | +60.9% | -76.1% | -48.0% |
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