+21.6%
FTV vs CLBK
+66.9%
-45.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -8.3% | +7.8% | -16.1% | -10.8% |
| 3M | -7.4% | +23.9% | -31.3% | -14.5% |
| 6M | -1.2% | +42.3% | -43.5% | -13.4% |
| YTD | +2.7% | +65.4% | -62.7% | -14.8% |
| 1Y | +18.4% | +70.3% | -51.9% | -3.3% |
| 3Y | -2.0% | +54.5% | -56.5% | -19.8% |
| 5Y | +3.4% | +43.1% | -39.7% | -18.7% |
| All | +21.6% | +66.9% | -45.3% | -13.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling