+246.6%
FTI vs CLBK
+67.9%
+178.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | +1.2% | +4.1% | +4.6% |
| 30D | +15.3% | +9.1% | +6.2% | +9.5% |
| 3M | +15.8% | +27.7% | -11.9% | -0.3% |
| 6M | +22.6% | +40.8% | -18.3% | -0.8% |
| YTD | +79.5% | +66.4% | +13.2% | +30.5% |
| 1Y | +102.0% | +72.4% | +29.6% | +42.3% |
| 3Y | +315.8% | +50.7% | +265.1% | +195.2% |
| 5Y | +1,129.5% | +42.9% | +1,086.6% | +669.1% |
| All | +246.6% | +67.9% | +178.7% | +77.6% |
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