+152.8%
XLE vs CLBK
+60.9%
+91.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | -3.9% | +3.4% | -7.4% | -5.3% |
| 3M | +7.0% | -4.3% | +11.3% | +8.6% |
| 6M | +14.2% | +28.4% | -14.1% | +2.7% |
| YTD | +48.2% | +59.4% | -11.2% | +20.9% |
| 1Y | +47.7% | +64.8% | -17.1% | +18.6% |
| 3Y | +70.0% | +50.6% | +19.4% | +34.8% |
| 5Y | +169.1% | +28.3% | +140.9% | +108.5% |
| All | +152.8% | +60.9% | +91.9% | +64.9% |
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