+22.5%
FTV vs CLBK
+67.9%
-45.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | +1.2% | -5.7% | -4.9% |
| 30D | -7.1% | +9.1% | -16.2% | -10.0% |
| 3M | -7.2% | +27.7% | -34.9% | -15.2% |
| 6M | -1.5% | +40.8% | -42.3% | -13.3% |
| YTD | +3.5% | +66.4% | -62.9% | -14.4% |
| 1Y | +20.3% | +72.4% | -52.0% | -2.2% |
| 3Y | -3.1% | +50.7% | -53.8% | -19.9% |
| 5Y | +2.3% | +42.9% | -40.6% | -19.4% |
| All | +22.5% | +67.9% | -45.4% | -13.2% |
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