+3,269.5%
CLS vs XLC
+38.0%
+3,231.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +2.0% |
| 7D | +4.6% | -0.8% | +5.4% | +5.4% |
| 30D | -13.9% | +1.0% | -14.9% | -15.1% |
| 3M | -26.6% | -0.7% | -25.9% | -26.8% |
| 6M | +15.4% | -5.1% | +20.6% | +20.5% |
| YTD | +5.7% | -4.3% | +9.9% | +8.3% |
| 1Y | +41.1% | -0.6% | +41.7% | +39.2% |
| 3Y | +1,228.6% | +72.7% | +1,155.9% | +711.7% |
| All | +3,269.5% | +38.0% | +3,231.5% | +2,390.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling