+1,628.1%
CLS vs XLP
+126.4%
+1,501.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -22.2% | +0.7% | -22.9% | -22.6% |
| 30D | -44.4% | +10.3% | -54.6% | -47.5% |
| 3M | -34.3% | +6.5% | -40.8% | -37.1% |
| 6M | -50.1% | +8.4% | -58.4% | -53.2% |
| YTD | -30.1% | +18.2% | -48.3% | -38.4% |
| 1Y | -39.3% | +22.4% | -61.8% | -48.1% |
| 3Y | +732.7% | +41.9% | +690.8% | +496.4% |
| 5Y | +1,777.2% | +40.9% | +1,736.3% | +1,249.4% |
| All | +1,628.1% | +126.4% | +1,501.7% | +864.9% |
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