+732.7%
CLS vs XLB
+39.6%
+693.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.2% |
| 7D | -22.2% | -1.5% | -20.7% | -21.1% |
| 30D | -44.4% | +6.1% | -50.4% | -48.0% |
| 3M | -34.3% | 0.0% | -34.3% | -35.0% |
| 6M | -50.1% | 0.0% | -50.0% | -50.4% |
| YTD | -30.1% | +16.0% | -46.1% | -41.4% |
| 1Y | -39.3% | +24.7% | -64.1% | -53.2% |
| 3Y | +732.7% | +40.4% | +692.4% | +466.2% |
| All | +732.7% | +39.6% | +693.1% | +466.2% |
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