+28.4%
XLY vs CLBK
+43.5%
-15.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | -4.2% | -1.0% | -3.2% | -4.0% |
| 3M | -2.7% | +22.9% | -25.6% | -7.7% |
| 6M | -0.6% | +44.2% | -44.8% | -9.5% |
| YTD | -5.0% | +64.0% | -69.0% | -16.4% |
| 1Y | -4.1% | +65.7% | -69.8% | -16.0% |
| 3Y | +33.6% | +54.1% | -20.5% | +16.9% |
| All | +28.4% | +43.5% | -15.1% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling