-23.6%
FPS vs CLBK
+35.5%
-59.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.1% | -8.7% | -9.4% |
| 7D | +21.6% | +2.5% | +19.2% | +21.0% |
| 30D | -38.8% | +3.7% | -42.4% | -39.2% |
| 3M | -42.1% | -3.3% | -38.9% | -40.6% |
| 6M | -48.5% | +29.6% | -78.1% | -57.6% |
| All | -23.6% | +35.5% | -59.1% | -44.1% |
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