+507.3%
XLK vs CLBK
+65.6%
+441.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | -0.5% | +4.5% | -5.0% | -1.8% |
| 3M | +5.0% | +22.8% | -17.8% | -1.4% |
| 6M | +32.9% | +43.4% | -10.6% | +19.1% |
| YTD | +29.0% | +64.1% | -35.1% | +10.7% |
| 1Y | +37.8% | +67.6% | -29.7% | +17.1% |
| 3Y | +118.7% | +53.3% | +65.4% | +85.5% |
| 5Y | +145.6% | +44.8% | +100.7% | +100.1% |
| All | +507.3% | +65.6% | +441.7% | +374.4% |
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