+15.4%
CLS vs XLP
-2.5%
+17.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | -0.2% |
| 7D | +4.6% | -1.0% | +5.6% | +3.3% |
| 30D | -13.9% | -0.9% | -13.0% | -14.6% |
| 3M | -26.6% | +3.8% | -30.4% | -21.9% |
| 6M | +15.4% | -1.7% | +17.1% | +29.2% |
| All | +15.4% | -2.5% | +17.9% | +29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling