+3,038.3%
CLS vs XLB
+158.8%
+2,879.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.2% |
| 7D | +20.1% | -2.9% | +23.0% | +23.6% |
| 30D | +6.0% | -3.4% | +9.4% | +9.2% |
| 3M | -10.3% | +1.6% | -11.9% | -12.3% |
| 6M | +24.5% | +3.6% | +20.9% | +20.0% |
| YTD | +12.9% | +14.2% | -1.4% | -2.1% |
| 1Y | +36.7% | +15.6% | +21.1% | +16.8% |
| 3Y | +1,328.1% | +33.1% | +1,295.0% | +965.1% |
| 5Y | +3,682.3% | +35.0% | +3,647.3% | +2,705.2% |
| 10Y | +3,038.3% | +164.5% | +2,873.7% | +1,226.6% |
| All | +3,038.3% | +158.8% | +2,879.5% | +1,226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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