+3,616.8%
CLS vs XLU
+42.5%
+3,574.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +5.0% | -1.2% | +6.1% | +5.6% |
| 30D | +4.8% | -2.5% | +7.3% | +6.2% |
| 3M | -10.4% | -2.7% | -7.6% | -9.5% |
| 6M | +20.8% | -7.5% | +28.3% | +25.1% |
| YTD | +10.0% | +0.9% | +9.1% | +8.7% |
| 1Y | +28.5% | +3.3% | +25.2% | +25.7% |
| 3Y | +1,292.2% | +47.3% | +1,244.9% | +1,055.5% |
| 5Y | +3,616.8% | +44.4% | +3,572.4% | +3,010.6% |
| All | +3,616.8% | +42.5% | +3,574.3% | +3,010.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling