+42.7%
XLP vs CLBK
+27.9%
+14.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | +8.2% | +3.7% | +4.5% | +7.8% |
| 3M | +7.7% | -3.3% | +11.0% | +8.0% |
| 6M | +9.3% | +29.6% | -20.3% | +6.4% |
| YTD | +19.5% | +60.3% | -40.8% | +13.9% |
| 1Y | +21.0% | +63.4% | -42.4% | +15.1% |
| 3Y | +43.2% | +53.8% | -10.6% | +35.5% |
| 5Y | +42.7% | +29.0% | +13.7% | +34.7% |
| All | +42.7% | +27.9% | +14.9% | +34.7% |
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