+140.5%
XLF vs CLBK
+66.9%
+73.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.2% | +1.1% | -1.0% | -0.3% |
| 30D | -0.5% | +7.8% | -8.3% | -3.8% |
| 3M | +10.6% | +23.9% | -13.2% | +0.4% |
| 6M | +14.3% | +42.3% | -28.0% | -2.6% |
| YTD | +5.5% | +65.4% | -59.9% | -16.1% |
| 1Y | +9.6% | +70.3% | -60.8% | -14.6% |
| 3Y | +75.2% | +54.5% | +20.7% | +36.8% |
| 5Y | +65.5% | +43.1% | +22.4% | +22.6% |
| All | +140.5% | +66.9% | +73.6% | +61.2% |
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