+147.8%
XLE vs CLBK
+67.9%
+79.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +11.8% | +9.1% | +2.7% | +7.9% |
| 3M | +9.8% | +27.7% | -17.9% | -0.7% |
| 6M | +15.6% | +40.8% | -25.3% | +0.1% |
| YTD | +45.3% | +66.4% | -21.1% | +16.8% |
| 1Y | +48.3% | +72.4% | -24.1% | +16.7% |
| 3Y | +55.4% | +50.7% | +4.8% | +23.8% |
| 5Y | +216.1% | +42.9% | +173.2% | +127.7% |
| All | +147.8% | +67.9% | +79.9% | +59.3% |
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