-84.3%
FRMI vs CLBK
+73.9%
-158.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +2.4% | +1.2% | +1.2% | +2.4% |
| 30D | -17.3% | +9.1% | -26.4% | -16.9% |
| 3M | -17.2% | +27.7% | -44.8% | -15.2% |
| 6M | -43.4% | +40.8% | -84.2% | -41.0% |
| YTD | -36.0% | +66.4% | -102.4% | -25.5% |
| All | -84.3% | +73.9% | -158.1% | -80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling