+118.0%
XLU vs CLBK
+65.5%
+52.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -3.3% | -1.0% | -2.3% | -3.1% |
| 3M | -3.2% | +22.9% | -26.1% | -7.4% |
| 6M | -7.0% | +44.2% | -51.2% | -14.0% |
| YTD | +0.6% | +64.0% | -63.3% | -9.8% |
| 1Y | +2.4% | +65.7% | -63.2% | -8.7% |
| 3Y | +46.3% | +54.1% | -7.8% | +29.4% |
| 5Y | +44.0% | +44.7% | -0.7% | +22.7% |
| All | +118.0% | +65.5% | +52.6% | +67.3% |
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 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