+14.4%
USFR vs CLBK
+54.0%
-39.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +0.4% | +3.4% | -3.0% | +0.4% |
| 3M | +1.1% | -4.3% | +5.3% | +1.1% |
| 6M | +2.0% | +28.4% | -26.3% | +2.0% |
| YTD | +3.5% | +59.4% | -55.9% | +3.5% |
| 1Y | +4.1% | +64.8% | -60.7% | +4.1% |
| 3Y | +14.4% | +50.6% | -36.2% | +14.4% |
| All | +14.4% | +54.0% | -39.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling