+816.1%
XLB vs CLF
+248.6%
+567.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -1.5% | -19.6% | +18.1% | +2.6% |
| 30D | +6.1% | -5.0% | +11.0% | +6.3% |
| 3M | 0.0% | -6.3% | +6.3% | +0.1% |
| 6M | 0.0% | +2.8% | -2.8% | -3.0% |
| YTD | +16.0% | -13.7% | +29.7% | +14.9% |
| 1Y | +24.7% | +13.6% | +11.2% | +16.5% |
| 3Y | +40.4% | -34.0% | +74.3% | +36.0% |
| 5Y | +30.7% | -48.7% | +79.4% | +28.0% |
| 10Y | +173.3% | +113.4% | +59.8% | +66.8% |
| All | +816.1% | +248.6% | +567.6% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling