+48.3%
XLE vs CLBK
+73.3%
-25.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +11.8% | +9.1% | +2.7% | +11.4% |
| 3M | +9.8% | +27.7% | -17.9% | +8.6% |
| 6M | +15.6% | +40.8% | -25.3% | +13.6% |
| YTD | +45.3% | +66.4% | -21.1% | +39.1% |
| 1Y | +48.3% | +72.4% | -24.1% | +41.1% |
| All | +48.3% | +73.3% | -25.0% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling