+1,929.4%
CLS vs XLP
+137.2%
+1,792.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | -30.1% | +8.3% | -38.4% | -33.2% |
| 3M | -21.7% | +8.7% | -30.4% | -25.7% |
| 6M | -36.2% | +11.2% | -47.4% | -41.1% |
| YTD | -17.8% | +20.0% | -37.8% | -28.1% |
| 1Y | -26.8% | +21.3% | -48.1% | -36.6% |
| 3Y | +853.4% | +43.8% | +809.5% | +578.4% |
| 5Y | +2,005.0% | +43.3% | +1,961.7% | +1,398.5% |
| 10Y | +1,929.4% | +136.8% | +1,792.7% | +988.8% |
| All | +1,929.4% | +137.2% | +1,792.2% | +988.8% |
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