+73.0%
XLF vs CLBK
+52.3%
+20.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -1.6% | +4.5% | -6.1% | -2.9% |
| 3M | +9.3% | +22.8% | -13.5% | +2.9% |
| 6M | +14.6% | +43.4% | -28.8% | +3.1% |
| YTD | +4.7% | +64.1% | -59.4% | -9.5% |
| 1Y | +8.6% | +67.6% | -58.9% | -7.0% |
| All | +73.0% | +52.3% | +20.7% | +48.8% |
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