+14.7%
XLF vs CLBK
+65.7%
-51.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +5.5% | +4.6% | +0.9% | +4.4% |
| 30D | +9.9% | -1.5% | +11.4% | +10.2% |
| 3M | +2.6% | +4.4% | -1.7% | +1.5% |
| 6M | +15.6% | +31.7% | -16.1% | +7.3% |
| YTD | +9.4% | +58.7% | -49.3% | -2.8% |
| 1Y | +14.7% | +64.9% | -50.1% | +0.4% |
| All | +14.7% | +65.7% | -51.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling