+20.7%
XLK vs CLBK
+65.7%
-45.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -7.6% | +4.6% | -12.2% | -7.9% |
| 30D | -12.2% | -1.5% | -10.7% | -11.9% |
| 3M | -5.5% | +4.4% | -9.8% | -5.7% |
| 6M | +9.2% | +31.7% | -22.5% | +5.5% |
| YTD | +23.0% | +58.7% | -35.7% | +16.6% |
| 1Y | +20.7% | +64.9% | -44.2% | +12.6% |
| All | +20.7% | +65.7% | -45.0% | +12.6% |
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