+2,724.7%
CLS vs XLC
+141.1%
+2,583.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.7% |
| 7D | +20.1% | -1.4% | +21.5% | +21.7% |
| 30D | +6.0% | -0.9% | +6.9% | +6.5% |
| 3M | -10.3% | -0.3% | -10.0% | -11.1% |
| 6M | +24.5% | -5.2% | +29.7% | +29.5% |
| YTD | +12.9% | -5.3% | +18.2% | +16.6% |
| 1Y | +36.7% | -2.8% | +39.5% | +37.9% |
| 3Y | +1,328.1% | +71.2% | +1,256.9% | +790.8% |
| 5Y | +3,682.3% | +37.6% | +3,644.7% | +2,720.4% |
| All | +2,724.7% | +141.1% | +2,583.6% | +1,199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling