+89.6%
XLRE vs CLBK
+64.7%
+24.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.7% | -1.5% | +0.7% | -0.3% |
| 30D | -2.2% | +6.7% | -8.9% | -4.1% |
| 3M | -2.6% | +21.2% | -23.8% | -8.2% |
| 6M | +2.6% | +42.0% | -39.4% | -7.8% |
| YTD | +9.3% | +63.3% | -54.0% | -6.1% |
| 1Y | +7.2% | +65.4% | -58.2% | -8.6% |
| 3Y | +31.3% | +52.5% | -21.1% | +11.6% |
| 5Y | +8.1% | +42.0% | -33.8% | -11.3% |
| All | +89.6% | +64.7% | +24.8% | +43.3% |
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