+1,482.2%
CLS vs XLB
+818.2%
+664.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | -22.2% | -1.5% | -20.7% | -21.3% |
| 30D | -44.4% | +6.1% | -50.4% | -47.4% |
| 3M | -34.3% | 0.0% | -34.3% | -34.9% |
| 6M | -50.1% | 0.0% | -50.0% | -50.3% |
| YTD | -30.1% | +16.0% | -46.1% | -38.9% |
| 1Y | -39.3% | +24.7% | -64.1% | -50.2% |
| 3Y | +732.7% | +40.4% | +692.4% | +523.7% |
| 5Y | +1,777.2% | +30.7% | +1,746.5% | +1,413.8% |
| 10Y | +1,645.6% | +173.3% | +1,472.3% | +678.3% |
| All | +1,482.2% | +818.2% | +664.1% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling