+28.6%
XLB vs CL
+43.4%
-14.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | +0.5% | +3.2% | -2.7% | -0.4% |
| 30D | +5.2% | +8.0% | -2.9% | +2.8% |
| 3M | +0.3% | +7.9% | -7.6% | -2.0% |
| 6M | +1.2% | +14.7% | -13.6% | -3.1% |
| YTD | +16.6% | +29.2% | -12.5% | +7.3% |
| 1Y | +21.4% | +29.5% | -8.1% | +11.6% |
| 3Y | +43.2% | +40.7% | +2.6% | +23.7% |
| All | +28.6% | +43.4% | -14.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling