+1,761.1%
CLS vs XLP
+129.0%
+1,632.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -13.9% | +2.3% | -16.2% | -14.8% |
| 30D | -38.2% | +9.1% | -47.3% | -41.2% |
| 3M | -28.8% | +7.9% | -36.7% | -32.2% |
| 6M | -40.4% | +9.6% | -50.0% | -44.4% |
| YTD | -24.3% | +19.4% | -43.7% | -33.6% |
| 1Y | -35.0% | +22.4% | -57.4% | -44.2% |
| 3Y | +778.7% | +43.2% | +735.5% | +526.4% |
| 5Y | +1,884.8% | +42.6% | +1,842.3% | +1,316.5% |
| 10Y | +1,761.1% | +135.4% | +1,625.7% | +899.6% |
| All | +1,761.1% | +129.0% | +1,632.1% | +899.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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