+29.5%
XLB vs CLF
+12.5%
+17.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.2% | +11.7% | +3.5% |
| 7D | +3.9% | -7.9% | +11.8% | +4.8% |
| 30D | +8.9% | +5.2% | +3.6% | +7.7% |
| 3M | +4.1% | +4.3% | -0.2% | +2.8% |
| 6M | +7.3% | +25.3% | -18.0% | +3.2% |
| YTD | +20.4% | -3.3% | +23.7% | +17.1% |
| 1Y | +29.5% | +20.2% | +9.3% | +22.6% |
| All | +29.5% | +12.5% | +17.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling