+1,606.6%
CLS vs XLB
+835.7%
+770.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +6.2% |
| 7D | -10.6% | -1.4% | -9.2% | -9.5% |
| 30D | -38.4% | +7.1% | -45.5% | -42.2% |
| 3M | -29.9% | +0.6% | -30.5% | -30.7% |
| 6M | -40.6% | +3.5% | -44.1% | -42.7% |
| YTD | -24.6% | +18.2% | -42.8% | -35.1% |
| 1Y | -30.8% | +25.6% | -56.4% | -43.5% |
| 3Y | +811.7% | +46.7% | +765.1% | +558.1% |
| 5Y | +1,838.4% | +30.9% | +1,807.5% | +1,461.3% |
| 10Y | +1,751.5% | +167.7% | +1,583.8% | +739.6% |
| All | +1,606.6% | +835.7% | +770.9% | +194.1% |
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 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