+114.1%
XEL vs CLBK
+65.5%
+48.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -3.9% | -1.0% | -2.9% | -3.8% |
| 3M | -2.8% | +22.9% | -25.7% | -6.6% |
| 6M | -5.4% | +44.2% | -49.6% | -11.7% |
| YTD | +3.8% | +64.0% | -60.2% | -5.8% |
| 1Y | +6.8% | +65.7% | -58.8% | -3.4% |
| 3Y | +45.6% | +54.1% | -8.5% | +30.9% |
| 5Y | +30.7% | +44.7% | -14.0% | +14.2% |
| All | +114.1% | +65.5% | +48.7% | +68.9% |
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