-26.8%
CLS vs XLP
+22.6%
-49.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +9.2% |
| 7D | +2.8% | -0.5% | +3.3% | +1.5% |
| 30D | -30.1% | +8.3% | -38.4% | -20.0% |
| 3M | -21.7% | +8.7% | -30.4% | -9.5% |
| 6M | -36.2% | +11.2% | -47.4% | -23.1% |
| YTD | -17.8% | +20.0% | -37.8% | +16.8% |
| 1Y | -26.8% | +21.3% | -48.1% | +8.3% |
| All | -26.8% | +22.6% | -49.4% | +8.3% |
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