+2,291.2%
CLS vs XLU
+633.0%
+1,658.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.6% | +0.8% | +3.8% | +4.0% |
| 30D | -13.9% | -1.3% | -12.6% | -13.0% |
| 3M | -26.6% | -1.3% | -25.2% | -26.4% |
| 6M | +15.4% | -7.6% | +23.1% | +20.9% |
| YTD | +5.7% | +2.3% | +3.4% | +3.3% |
| 1Y | +41.1% | +5.8% | +35.3% | +34.9% |
| 3Y | +1,228.6% | +50.5% | +1,178.1% | +892.8% |
| 5Y | +3,240.6% | +44.1% | +3,196.5% | +2,433.1% |
| 10Y | +2,760.3% | +138.2% | +2,622.1% | +1,395.2% |
| All | +2,291.2% | +633.0% | +1,658.2% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling