-1.9%
FTV vs CLBK
+41.8%
-43.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | -11.5% | +4.5% | -16.0% | -12.5% |
| 3M | -9.0% | +22.8% | -31.8% | -13.7% |
| 6M | -2.0% | +43.4% | -45.5% | -10.6% |
| YTD | -0.9% | +64.1% | -65.1% | -12.5% |
| 1Y | +14.8% | +67.6% | -52.8% | +0.6% |
| 3Y | -5.5% | +53.3% | -58.8% | -17.0% |
| 5Y | -1.9% | +44.8% | -46.7% | -14.7% |
| All | -1.9% | +41.8% | -43.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling