+2,029.3%
CLS vs XLB
+164.1%
+1,865.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.9% |
| 7D | +23.5% | 0.0% | +23.5% | +23.6% |
| 30D | -28.9% | +5.3% | -34.2% | -32.9% |
| 3M | -25.2% | 0.0% | -25.2% | -25.8% |
| 6M | -32.1% | +1.2% | -33.3% | -33.5% |
| YTD | -14.1% | +16.9% | -31.0% | -27.5% |
| 1Y | -24.1% | +20.9% | -45.0% | -38.1% |
| 3Y | +897.0% | +43.3% | +853.7% | +585.4% |
| 5Y | +2,089.9% | +28.3% | +2,061.6% | +1,592.8% |
| All | +2,029.3% | +164.1% | +1,865.2% | +764.8% |
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