+3,154.0%
CLS vs XLU
+140.5%
+3,013.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.7% |
| 7D | +10.9% | -1.6% | +12.6% | +12.0% |
| 30D | +2.1% | -3.3% | +5.4% | +4.1% |
| 3M | -10.2% | -3.2% | -7.0% | -8.9% |
| 6M | +30.4% | -7.0% | +37.3% | +35.1% |
| YTD | +17.2% | +0.6% | +16.6% | +16.0% |
| 1Y | +41.0% | +2.4% | +38.6% | +38.3% |
| 3Y | +1,338.0% | +46.3% | +1,291.7% | +1,046.5% |
| 5Y | +3,860.6% | +44.0% | +3,816.6% | +3,051.4% |
| All | +3,154.0% | +140.5% | +3,013.5% | +2,283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling