+134.0%
XLC vs CL
+87.7%
+46.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +6.2% | +2.6% | +3.6% | +5.3% |
| 30D | -2.4% | +11.8% | -14.1% | -6.2% |
| 3M | -3.3% | +5.9% | -9.2% | -5.4% |
| 6M | -7.3% | +13.3% | -20.6% | -11.7% |
| YTD | -7.6% | +27.1% | -34.7% | -16.0% |
| 1Y | -3.7% | +28.0% | -31.7% | -12.8% |
| 3Y | +62.9% | +39.4% | +23.5% | +38.0% |
| 5Y | +41.6% | +40.8% | +0.9% | +17.7% |
| All | +134.0% | +87.7% | +46.2% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling