+168.8%
XLB vs CLF
+83.8%
+85.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.6% | +2.3% | -4.0% | -2.2% |
| 30D | +7.2% | +1.9% | +5.3% | +6.1% |
| 3M | 0.0% | +5.9% | -5.8% | -2.2% |
| 6M | +2.3% | +16.9% | -14.6% | -2.8% |
| YTD | +18.4% | -1.1% | +19.5% | +14.4% |
| 1Y | +23.3% | +28.8% | -5.5% | +13.1% |
| 3Y | +45.2% | -20.6% | +65.8% | +36.6% |
| 5Y | +31.0% | -41.5% | +72.5% | +25.8% |
| 10Y | +168.8% | +87.5% | +81.2% | +79.3% |
| All | +168.8% | +83.8% | +85.0% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling