-10.9%
FND vs CLBK
+67.9%
-78.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.2% | +1.2% | -6.4% | -5.8% |
| 30D | -19.9% | +9.1% | -29.0% | -23.8% |
| 3M | +2.7% | +27.7% | -25.0% | -10.7% |
| 6M | -21.7% | +40.8% | -62.5% | -35.4% |
| YTD | -17.5% | +66.4% | -83.9% | -38.1% |
| 1Y | -39.3% | +72.4% | -111.7% | -55.5% |
| 3Y | -49.8% | +50.7% | -100.4% | -61.4% |
| 5Y | -60.1% | +42.9% | -103.0% | -71.2% |
| All | -10.9% | +67.9% | -78.8% | -46.5% |
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