+838.1%
CLS vs XLB
+43.9%
+794.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +16.3% | +0.5% | +15.7% | +15.7% |
| 30D | -25.7% | +5.2% | -30.8% | -29.8% |
| 3M | -30.9% | +0.3% | -31.2% | -31.6% |
| 6M | -35.5% | +1.2% | -36.7% | -36.8% |
| YTD | -18.7% | +16.6% | -35.3% | -32.2% |
| 1Y | -17.9% | +21.4% | -39.3% | -34.6% |
| 3Y | +838.1% | +43.2% | +794.9% | +519.1% |
| All | +838.1% | +43.9% | +794.2% | +519.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling