+68.7%
XLC vs CLBK
+51.6%
+17.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.4% | -1.5% | 0.0% | -1.2% |
| 30D | -0.9% | +6.7% | -7.6% | -2.0% |
| 3M | -0.3% | +21.2% | -21.5% | -3.7% |
| 6M | -5.2% | +42.0% | -47.1% | -10.9% |
| YTD | -5.3% | +63.3% | -68.6% | -13.3% |
| 1Y | -2.8% | +65.4% | -68.2% | -11.5% |
| All | +68.7% | +51.6% | +17.1% | +53.5% |
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