+54.7%
XLE vs CLBK
+57.4%
-2.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +11.8% | +9.1% | +2.7% | +10.1% |
| 3M | +9.8% | +27.7% | -17.9% | +5.2% |
| 6M | +15.6% | +40.8% | -25.3% | +8.6% |
| YTD | +45.3% | +66.4% | -21.1% | +31.7% |
| 1Y | +48.3% | +72.4% | -24.1% | +33.1% |
| All | +54.7% | +57.4% | -2.7% | +39.9% |
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 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