+130.9%
XLV vs CLBK
+65.5%
+65.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -1.5% | -2.1% | -3.3% |
| 30D | -1.8% | -1.0% | -0.8% | -1.6% |
| 3M | +7.8% | +22.9% | -15.1% | +3.2% |
| 6M | +9.1% | +44.2% | -35.1% | +1.0% |
| YTD | +7.7% | +64.0% | -56.2% | -3.1% |
| 1Y | +20.4% | +65.7% | -45.3% | +7.8% |
| 3Y | +30.8% | +54.1% | -23.3% | +16.2% |
| 5Y | +34.6% | +44.7% | -10.1% | +16.1% |
| All | +130.9% | +65.5% | +65.4% | +86.3% |
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