+1,474.3%
CLS vs XLP
+577.3%
+897.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.8% | -12.3% | -12.5% |
| 7D | -27.3% | +3.5% | -30.8% | -29.2% |
| 30D | -47.0% | +11.6% | -58.6% | -51.4% |
| 3M | -43.3% | +7.6% | -51.0% | -46.9% |
| 6M | -50.8% | +10.0% | -60.8% | -55.3% |
| YTD | -30.4% | +19.7% | -50.2% | -40.8% |
| 1Y | -41.7% | +23.5% | -65.1% | -51.7% |
| 3Y | +701.4% | +44.0% | +657.4% | +465.0% |
| 5Y | +1,767.8% | +42.7% | +1,725.1% | +1,227.3% |
| 10Y | +1,636.8% | +131.3% | +1,505.5% | +764.7% |
| All | +1,474.3% | +577.3% | +897.0% | +286.7% |
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