-82.4%
FRMI vs CLBK
+72.8%
-155.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.6% | +12.1% | +11.5% |
| 7D | +23.3% | +1.1% | +22.2% | +23.3% |
| 30D | -7.6% | +7.8% | -15.4% | -7.3% |
| 3M | +0.2% | +23.9% | -23.7% | +2.3% |
| 6M | -28.7% | +42.3% | -71.0% | -25.2% |
| YTD | -28.6% | +65.4% | -94.0% | -16.9% |
| All | -82.4% | +72.8% | -155.3% | -78.3% |
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