+49.4%
XYL vs CLBK
+67.9%
-18.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | +1.2% | -6.3% | -5.5% |
| 30D | -13.2% | +9.1% | -22.3% | -16.3% |
| 3M | -3.7% | +27.7% | -31.4% | -12.9% |
| 6M | -17.7% | +40.8% | -58.5% | -28.5% |
| YTD | -21.5% | +66.4% | -87.9% | -36.4% |
| 1Y | -24.5% | +72.4% | -96.9% | -40.1% |
| 3Y | +6.9% | +50.7% | -43.7% | -13.4% |
| 5Y | -18.1% | +42.9% | -61.0% | -37.3% |
| All | +49.4% | +67.9% | -18.5% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling