-62.7%
FND vs CLBK
+43.5%
-106.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.8% | -1.5% | -4.3% | -5.2% |
| 30D | -20.2% | -1.0% | -19.2% | -19.9% |
| 3M | -12.0% | +22.9% | -34.9% | -19.8% |
| 6M | -18.5% | +44.2% | -62.7% | -30.6% |
| YTD | -22.3% | +64.0% | -86.2% | -37.4% |
| 1Y | -47.6% | +65.7% | -113.3% | -58.1% |
| 3Y | -49.8% | +54.1% | -103.8% | -59.2% |
| All | -62.7% | +43.5% | -106.2% | -70.2% |
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