+1.5%
XRT vs CLBK
+73.3%
-71.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | -4.2% | +9.1% | -13.3% | -6.9% |
| 3M | +5.1% | +27.7% | -22.6% | -3.6% |
| 6M | +2.4% | +40.8% | -38.4% | -9.4% |
| YTD | +3.2% | +66.4% | -63.2% | -13.4% |
| 1Y | +1.5% | +72.4% | -70.9% | -16.1% |
| All | +1.5% | +73.3% | -71.8% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling