+141.3%
XLC vs CLBK
+46.4%
+94.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | +0.2% | +4.5% | -4.3% | -1.0% |
| 3M | +0.7% | +22.8% | -22.1% | -4.9% |
| 6M | -4.5% | +43.4% | -47.9% | -13.6% |
| YTD | -4.7% | +64.1% | -68.8% | -17.2% |
| 1Y | -1.5% | +67.6% | -69.1% | -15.2% |
| 3Y | +72.2% | +53.3% | +19.0% | +47.8% |
| 5Y | +39.3% | +44.8% | -5.5% | +16.0% |
| All | +141.3% | +46.4% | +94.9% | +87.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling