+816.1%
XLB vs CL
+709.1%
+107.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.1% |
| 7D | -1.5% | +1.3% | -2.8% | -2.0% |
| 30D | +6.1% | +11.4% | -5.3% | +1.5% |
| 3M | 0.0% | +4.4% | -4.4% | -1.9% |
| 6M | 0.0% | +10.8% | -10.8% | -4.6% |
| YTD | +16.0% | +25.1% | -9.1% | +5.1% |
| 1Y | +24.7% | +28.0% | -3.2% | +11.8% |
| 3Y | +40.4% | +37.6% | +2.7% | +20.3% |
| 5Y | +30.7% | +39.7% | -9.0% | +10.4% |
| 10Y | +173.3% | +75.8% | +97.5% | +106.4% |
| All | +816.1% | +709.1% | +107.0% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling