+728.5%
CLS vs XLP
+43.9%
+684.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.8% | -12.3% | -13.8% |
| 7D | -27.3% | +3.5% | -30.8% | -24.2% |
| 30D | -47.0% | +11.6% | -58.6% | -40.2% |
| 3M | -43.3% | +7.6% | -51.0% | -37.7% |
| 6M | -50.8% | +10.0% | -60.8% | -44.1% |
| YTD | -30.4% | +19.7% | -50.2% | -15.8% |
| 1Y | -41.7% | +23.5% | -65.1% | -27.7% |
| All | +728.5% | +43.9% | +684.6% | +905.9% |
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 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