+164.2%
XLB vs CL
+88.0%
+76.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | +0.5% | +3.2% | -2.7% | -0.7% |
| 30D | +5.2% | +8.0% | -2.9% | +1.9% |
| 3M | +0.3% | +7.9% | -7.6% | -2.8% |
| 6M | +1.2% | +14.7% | -13.6% | -4.7% |
| YTD | +16.6% | +29.2% | -12.5% | +4.2% |
| 1Y | +21.4% | +29.5% | -8.1% | +8.3% |
| 3Y | +43.2% | +40.7% | +2.6% | +20.2% |
| 5Y | +28.0% | +43.9% | -15.8% | +5.3% |
| All | +164.2% | +88.0% | +76.1% | +95.0% |
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