-2.0%
XRT vs CLBK
+67.6%
-69.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | -6.9% | +6.7% | -13.6% | -8.9% |
| 3M | -0.4% | +21.2% | -21.6% | -7.1% |
| 6M | +2.2% | +42.0% | -39.7% | -9.9% |
| YTD | -0.7% | +63.3% | -63.9% | -16.4% |
| 1Y | -2.0% | +65.4% | -67.4% | -18.7% |
| All | -2.0% | +67.6% | -69.6% | -18.7% |
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