+822.8%
XLB vs CL
+726.9%
+95.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -0.4% | +5.9% | -6.3% | -2.6% |
| 30D | +5.2% | +13.8% | -8.5% | -0.1% |
| 3M | -0.1% | +6.4% | -6.5% | -2.7% |
| 6M | +2.4% | +15.6% | -13.2% | -3.9% |
| YTD | +16.9% | +27.9% | -11.0% | +4.9% |
| 1Y | +25.0% | +31.4% | -6.4% | +10.9% |
| 3Y | +40.7% | +41.4% | -0.7% | +19.3% |
| 5Y | +31.6% | +42.8% | -11.2% | +10.3% |
| 10Y | +175.3% | +79.7% | +95.6% | +106.1% |
| All | +822.8% | +726.9% | +95.9% | +323.9% |
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 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