+109.5%
XLP vs CLBK
+67.9%
+41.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | -0.9% | +9.1% | -10.0% | -2.5% |
| 3M | +3.8% | +27.7% | -23.9% | -0.8% |
| 6M | -1.7% | +40.8% | -42.6% | -7.8% |
| YTD | +10.3% | +66.4% | -56.1% | +0.1% |
| 1Y | +7.8% | +72.4% | -64.6% | -3.0% |
| 3Y | +27.2% | +50.7% | -23.5% | +15.1% |
| 5Y | +32.5% | +42.9% | -10.4% | +16.7% |
| All | +109.5% | +67.9% | +41.6% | +70.0% |
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