-40.4%
FND vs CLBK
+54.0%
-94.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.8% |
| YTD | -21.6% | +59.4% | -81.0% | -40.3% |
| 1Y | -22.0% | +64.8% | -86.8% | -41.7% |
| 3Y | -40.4% | +50.6% | -91.0% | -54.8% |
| All | -40.4% | +54.0% | -94.4% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling