-39.3%
CLS vs XLP
+22.3%
-61.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | -1.5% |
| 7D | -22.2% | +0.7% | -22.9% | -20.7% |
| 30D | -44.4% | +10.3% | -54.6% | -34.7% |
| 3M | -34.3% | +6.5% | -40.8% | -25.8% |
| 6M | -50.1% | +8.4% | -58.4% | -40.9% |
| YTD | -30.1% | +18.2% | -48.3% | +0.7% |
| 1Y | -39.3% | +22.4% | -61.8% | -0.7% |
| All | -39.3% | +22.3% | -61.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling