+811.7%
CLS vs XLC
+64.0%
+747.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.4% | +5.0% |
| 7D | -10.6% | +7.1% | -17.6% | -17.5% |
| 30D | -38.4% | -2.7% | -35.7% | -36.3% |
| 3M | -29.9% | -3.2% | -26.7% | -27.9% |
| 6M | -40.6% | -7.7% | -33.0% | -35.6% |
| YTD | -24.6% | -8.0% | -16.6% | -18.7% |
| 1Y | -30.8% | -3.1% | -27.7% | -30.9% |
| 3Y | +811.7% | +64.9% | +746.8% | +328.7% |
| All | +811.7% | +64.0% | +747.8% | +328.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling