+838.1%
CLS vs XLP
+45.4%
+792.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -3.9% |
| 7D | +16.3% | +2.5% | +13.8% | +19.4% |
| 30D | -25.7% | +7.3% | -33.0% | -19.1% |
| 3M | -30.9% | +8.1% | -39.0% | -23.5% |
| 6M | -35.5% | +10.5% | -46.0% | -26.1% |
| YTD | -18.7% | +21.2% | -39.9% | -0.1% |
| 1Y | -17.9% | +22.7% | -40.6% | +2.1% |
| 3Y | +838.1% | +44.8% | +793.3% | +1,083.5% |
| All | +838.1% | +45.4% | +792.7% | +1,083.5% |
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