+112.8%
XRT vs CLBK
+65.6%
+47.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.0% |
| 30D | -6.7% | +4.5% | -11.2% | -8.6% |
| 3M | -1.4% | +22.8% | -24.2% | -10.2% |
| 6M | +1.7% | +43.4% | -41.7% | -13.6% |
| YTD | -1.5% | +64.1% | -65.6% | -21.4% |
| 1Y | -2.5% | +67.6% | -70.0% | -23.2% |
| 3Y | +39.9% | +53.3% | -13.4% | +11.3% |
| 5Y | -2.6% | +44.8% | -47.4% | -26.3% |
| All | +112.8% | +65.6% | +47.2% | +43.5% |
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 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