+136.0%
XLC vs CL
+90.8%
+45.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.4% |
| 7D | +3.7% | +3.2% | +0.5% | +2.6% |
| 30D | -1.9% | +8.0% | -10.0% | -4.6% |
| 3M | -3.1% | +7.9% | -11.0% | -5.8% |
| 6M | -6.4% | +14.7% | -21.1% | -11.1% |
| YTD | -6.8% | +29.2% | -36.0% | -15.8% |
| 1Y | -1.7% | +29.5% | -31.2% | -11.3% |
| 3Y | +64.7% | +40.7% | +24.0% | +39.2% |
| 5Y | +41.1% | +43.9% | -2.8% | +16.3% |
| All | +136.0% | +90.8% | +45.2% | +68.3% |
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