+36.4%
FTV vs CLBK
+65.7%
-29.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +6.6% | +4.6% | +2.0% | +5.2% |
| 30D | +19.1% | -1.5% | +20.6% | +19.6% |
| 3M | +13.1% | +4.4% | +8.7% | +11.4% |
| 6M | +14.0% | +31.7% | -17.7% | +3.2% |
| YTD | +24.2% | +58.7% | -34.5% | +5.9% |
| 1Y | +36.4% | +64.9% | -28.5% | +14.8% |
| All | +36.4% | +65.7% | -29.4% | +14.8% |
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