+2,291.2%
CLS vs XLP
+523.7%
+1,767.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +4.6% | -1.0% | +5.6% | +5.2% |
| 30D | -13.9% | -0.9% | -13.0% | -13.6% |
| 3M | -26.6% | +3.8% | -30.4% | -29.5% |
| 6M | +15.4% | -1.7% | +17.1% | +14.6% |
| YTD | +5.7% | +10.3% | -4.6% | -3.7% |
| 1Y | +41.1% | +7.8% | +33.3% | +29.5% |
| 3Y | +1,228.6% | +27.2% | +1,201.4% | +936.0% |
| 5Y | +3,240.6% | +32.5% | +3,208.1% | +2,429.4% |
| 10Y | +2,760.3% | +101.8% | +2,658.6% | +1,488.9% |
| All | +2,291.2% | +523.7% | +1,767.5% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling