+35.1%
CLS vs XLC
-1.1%
+36.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.7% |
| 7D | +12.8% | +0.6% | +12.2% | +12.7% |
| 30D | +3.8% | +0.2% | +3.6% | +3.7% |
| 3M | -14.6% | +0.6% | -15.3% | -14.5% |
| 6M | +32.2% | -4.5% | +36.7% | +33.2% |
| YTD | +11.6% | -4.7% | +16.3% | +13.3% |
| 1Y | +35.1% | -1.7% | +36.7% | +28.1% |
| All | +35.1% | -1.1% | +36.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling