+81.8%
XLI vs CLBK
+43.5%
+38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -7.3% | -1.0% | -6.2% | -7.1% |
| 3M | -1.3% | +22.9% | -24.3% | -5.9% |
| 6M | +2.2% | +44.2% | -42.0% | -5.9% |
| YTD | +11.7% | +64.0% | -52.3% | -0.2% |
| 1Y | +14.3% | +65.7% | -51.4% | +1.5% |
| 3Y | +70.3% | +54.1% | +16.3% | +51.3% |
| All | +81.8% | +43.5% | +38.4% | +54.2% |
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 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