+34.1%
XLP vs CLBK
+42.8%
-8.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | -0.9% | +9.1% | -10.0% | -1.7% |
| 3M | +3.8% | +27.7% | -23.9% | +1.3% |
| 6M | -1.7% | +40.8% | -42.6% | -5.1% |
| YTD | +10.3% | +66.4% | -56.1% | +4.7% |
| 1Y | +7.8% | +72.4% | -64.6% | +1.9% |
| 3Y | +27.2% | +50.7% | -23.5% | +20.6% |
| All | +34.1% | +42.8% | -8.7% | +24.7% |
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