+225.7%
XLE vs CLBK
+43.5%
+182.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +12.6% | +7.8% | +4.9% | +11.2% |
| 3M | +11.8% | +23.9% | -12.0% | +7.8% |
| 6M | +16.1% | +42.3% | -26.2% | +9.1% |
| YTD | +46.9% | +65.4% | -18.5% | +34.0% |
| 1Y | +53.3% | +70.3% | -17.1% | +38.8% |
| 3Y | +54.9% | +54.5% | +0.5% | +40.8% |
| 5Y | +225.7% | +43.1% | +182.6% | +170.3% |
| All | +225.7% | +43.5% | +182.2% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling