+142.1%
XLE vs CLBK
+62.6%
+79.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.7% | +2.4% | -9.1% | -7.6% |
| 30D | -4.4% | +4.9% | -9.3% | -6.2% |
| 3M | +4.0% | +5.3% | -1.3% | +1.6% |
| 6M | +13.2% | +28.3% | -15.2% | +1.8% |
| YTD | +41.9% | +61.1% | -19.2% | +15.3% |
| 1Y | +41.6% | +62.4% | -20.7% | +14.5% |
| 3Y | +64.0% | +54.7% | +9.3% | +28.4% |
| 5Y | +158.1% | +27.4% | +130.7% | +102.1% |
| All | +142.1% | +62.6% | +79.5% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling