-35.3%
CLS vs XLB
+24.8%
-60.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +6.3% |
| 7D | -10.6% | -1.4% | -9.2% | -9.4% |
| 30D | -38.4% | +7.1% | -45.5% | -42.1% |
| 3M | -29.9% | +0.6% | -30.5% | -30.5% |
| 6M | -40.6% | +3.5% | -44.1% | -42.6% |
| YTD | -24.6% | +18.2% | -42.8% | -37.0% |
| All | -35.3% | +24.8% | -60.1% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling