+161.0%
XLB vs CL
+50.0%
+111.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.2% |
| 7D | -1.4% | -2.2% | +0.8% | -0.5% |
| 30D | -0.4% | -4.8% | +4.5% | +1.5% |
| 3M | +2.0% | +4.9% | -2.9% | -0.3% |
| 6M | +1.8% | -5.7% | +7.5% | +3.7% |
| YTD | +16.6% | +14.4% | +2.2% | +9.4% |
| 1Y | +16.9% | +8.7% | +8.2% | +11.9% |
| 3Y | +32.6% | +30.0% | +2.6% | +14.6% |
| 5Y | +35.6% | +28.4% | +7.3% | +16.9% |
| All | +161.0% | +50.0% | +111.0% | +109.8% |
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