+20.4%
USFR vs CLBK
+41.8%
-21.4%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +0.3% | +6.7% | -6.4% | +0.3% |
| 3M | +1.0% | +21.2% | -20.2% | +1.0% |
| 6M | +1.9% | +42.0% | -40.0% | +2.0% |
| YTD | +2.7% | +63.3% | -60.6% | +2.7% |
| 1Y | +4.0% | +65.4% | -61.4% | +4.0% |
| 3Y | +14.0% | +52.5% | -38.4% | +14.1% |
| 5Y | +20.4% | +42.0% | -21.6% | +20.4% |
| All | +20.4% | +41.8% | -21.4% | +20.4% |
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 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