+33.6%
XLY vs CLBK
+52.2%
-18.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -4.2% | -1.0% | -3.2% | -3.9% |
| 3M | -2.7% | +22.9% | -25.6% | -8.5% |
| 6M | -0.6% | +44.2% | -44.8% | -10.9% |
| YTD | -5.0% | +64.0% | -69.0% | -18.3% |
| 1Y | -4.1% | +65.7% | -69.8% | -18.0% |
| 3Y | +33.6% | +54.1% | -20.5% | +12.5% |
| All | +33.6% | +52.2% | -18.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling