+118.7%
XLU vs CLBK
+65.6%
+53.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -2.5% | +4.5% | -7.1% | -3.5% |
| 3M | -2.7% | +22.8% | -25.5% | -7.0% |
| 6M | -7.5% | +43.4% | -50.9% | -14.4% |
| YTD | +0.9% | +64.1% | -63.2% | -9.5% |
| 1Y | +3.3% | +67.6% | -64.3% | -8.2% |
| 3Y | +47.3% | +53.3% | -6.0% | +30.5% |
| 5Y | +44.4% | +44.8% | -0.4% | +23.0% |
| All | +118.7% | +65.6% | +53.1% | +67.8% |
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