+139.9%
XLC vs CLBK
+45.6%
+94.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.4% | -1.5% | 0.0% | -1.0% |
| 30D | -0.9% | +6.7% | -7.6% | -2.7% |
| 3M | -0.3% | +21.2% | -21.5% | -5.5% |
| 6M | -5.2% | +42.0% | -47.1% | -14.0% |
| YTD | -5.3% | +63.3% | -68.6% | -17.6% |
| 1Y | -2.8% | +65.4% | -68.2% | -16.0% |
| 3Y | +71.2% | +52.5% | +18.7% | +47.1% |
| 5Y | +37.6% | +42.0% | -4.4% | +15.5% |
| All | +139.9% | +45.6% | +94.2% | +86.7% |
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