+17.3%
FTV vs CLBK
+65.6%
-48.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | -11.5% | +4.5% | -16.0% | -13.0% |
| 3M | -9.0% | +22.8% | -31.8% | -15.8% |
| 6M | -2.0% | +43.4% | -45.5% | -14.3% |
| YTD | -0.9% | +64.1% | -65.1% | -17.6% |
| 1Y | +14.8% | +67.6% | -52.8% | -5.7% |
| 3Y | -5.5% | +53.3% | -58.8% | -22.4% |
| 5Y | -1.9% | +44.8% | -46.7% | -23.5% |
| All | +17.3% | +65.6% | -48.3% | -16.5% |
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