+31.3%
XLRE vs CLBK
+52.2%
-20.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -2.4% | -1.0% | -1.4% | -2.2% |
| 3M | -2.5% | +22.9% | -25.4% | -7.0% |
| 6M | +4.0% | +44.2% | -40.2% | -4.4% |
| YTD | +9.3% | +64.0% | -54.7% | -2.6% |
| 1Y | +5.6% | +65.7% | -60.1% | -6.4% |
| 3Y | +31.3% | +54.1% | -22.8% | +13.9% |
| All | +31.3% | +52.2% | -20.9% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling