+231.4%
FTI vs CLBK
+65.5%
+165.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -4.4% | -1.5% | -2.9% | -3.6% |
| 30D | +1.5% | -1.0% | +2.5% | +2.1% |
| 3M | +8.2% | +22.9% | -14.7% | -4.8% |
| 6M | +18.8% | +44.2% | -25.4% | -5.2% |
| YTD | +71.7% | +64.0% | +7.7% | +25.8% |
| 1Y | +90.0% | +65.7% | +24.4% | +37.1% |
| 3Y | +270.5% | +54.1% | +216.4% | +157.9% |
| 5Y | +1,084.5% | +44.7% | +1,039.8% | +624.3% |
| All | +231.4% | +65.5% | +165.9% | +71.2% |
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