+811.7%
CLS vs XLP
+43.2%
+768.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +8.8% |
| 7D | -10.6% | +0.1% | -10.6% | -10.2% |
| 30D | -38.4% | +8.9% | -47.4% | -32.1% |
| 3M | -29.9% | +7.5% | -37.3% | -23.1% |
| 6M | -40.6% | +9.4% | -50.1% | -33.0% |
| YTD | -24.6% | +19.3% | -43.8% | -9.1% |
| 1Y | -30.8% | +21.7% | -52.5% | -15.1% |
| 3Y | +811.7% | +44.0% | +767.8% | +1,007.6% |
| All | +811.7% | +43.2% | +768.5% | +1,007.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling