+89.6%
XLRE vs CLBK
+65.5%
+24.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | -2.5% | +22.9% | -25.4% | -8.4% |
| 6M | +4.0% | +44.2% | -40.2% | -6.9% |
| YTD | +9.3% | +64.0% | -54.7% | -6.2% |
| 1Y | +5.6% | +65.7% | -60.1% | -10.0% |
| 3Y | +31.3% | +54.1% | -22.8% | +11.2% |
| 5Y | +9.5% | +44.7% | -35.1% | -10.9% |
| All | +89.6% | +65.5% | +24.2% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling