+1,338.0%
CLS vs XLY
+35.2%
+1,302.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +5.4% |
| 7D | +10.9% | -1.7% | +12.6% | +13.3% |
| 30D | +2.1% | -4.2% | +6.3% | +7.4% |
| 3M | -10.2% | -2.7% | -7.5% | -8.2% |
| 6M | +30.4% | -0.6% | +31.0% | +29.6% |
| YTD | +17.2% | -5.0% | +22.3% | +23.3% |
| 1Y | +41.0% | -4.1% | +45.1% | +46.3% |
| 3Y | +1,338.0% | +33.6% | +1,304.4% | +849.5% |
| All | +1,338.0% | +35.2% | +1,302.8% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling