-83.1%
FRMI vs CLBK
+71.4%
-154.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.4% | -1.5% | +8.9% | +7.4% |
| 30D | -27.6% | -1.0% | -26.6% | -27.7% |
| 3M | -20.9% | +22.9% | -43.8% | -19.2% |
| 6M | -36.6% | +44.2% | -80.8% | -32.8% |
| YTD | -31.3% | +64.0% | -95.2% | -20.0% |
| All | -83.1% | +71.4% | -154.5% | -79.1% |
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 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