+159.6%
XLB vs CLF
+108.7%
+50.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -0.2% | +6.5% | -6.7% | -1.4% |
| 30D | -1.7% | +0.2% | -2.0% | -1.9% |
| 3M | +4.4% | -3.1% | +7.4% | +4.0% |
| 6M | +5.0% | +25.0% | -20.0% | -0.8% |
| YTD | +15.5% | -7.5% | +22.9% | +14.2% |
| 1Y | +14.9% | +11.5% | +3.4% | +7.8% |
| 3Y | +34.5% | -13.7% | +48.2% | +25.3% |
| 5Y | +36.5% | -47.0% | +83.5% | +34.3% |
| 10Y | +159.6% | +116.3% | +43.3% | +70.5% |
| All | +159.6% | +108.7% | +50.9% | +70.5% |
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