+164.2%
XLB vs CL
+78.1%
+86.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.5% |
| 30D | +6.9% | +11.8% | -4.8% | +2.2% |
| 3M | -0.2% | +5.9% | -6.1% | -2.6% |
| 6M | +3.3% | +13.3% | -10.0% | -2.2% |
| YTD | +18.0% | +27.1% | -9.1% | +6.1% |
| 1Y | +24.2% | +28.0% | -3.8% | +11.2% |
| 3Y | +44.7% | +39.4% | +5.3% | +21.9% |
| 5Y | +31.6% | +40.8% | -9.2% | +9.2% |
| 10Y | +164.2% | +84.9% | +79.3% | +96.6% |
| All | +164.2% | +78.1% | +86.1% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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