+131.3%
XLV vs CLBK
+65.6%
+65.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -1.4% | +4.5% | -5.9% | -2.3% |
| 3M | +8.9% | +22.8% | -13.9% | +4.2% |
| 6M | +9.1% | +43.4% | -34.3% | +1.1% |
| YTD | +7.9% | +64.1% | -56.2% | -2.9% |
| 1Y | +22.7% | +67.6% | -44.8% | +9.6% |
| 3Y | +31.9% | +53.3% | -21.4% | +17.4% |
| 5Y | +34.9% | +44.8% | -9.9% | +16.3% |
| All | +131.3% | +65.6% | +65.7% | +86.6% |
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