+65.0%
XLF vs CLBK
+41.8%
+23.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +9.3% | +22.8% | -13.5% | +3.0% |
| 6M | +14.6% | +43.4% | -28.8% | +3.4% |
| YTD | +4.7% | +64.1% | -59.4% | -9.1% |
| 1Y | +8.6% | +67.6% | -58.9% | -6.5% |
| 3Y | +73.9% | +53.3% | +20.6% | +50.3% |
| 5Y | +65.0% | +44.8% | +20.2% | +34.3% |
| All | +65.0% | +41.8% | +23.2% | +34.3% |
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