+127.5%
XLC vs CL
+84.8%
+42.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | +4.9% | +1.3% | +3.6% | +4.4% |
| 30D | -5.8% | +11.4% | -17.2% | -9.4% |
| 3M | -5.4% | +4.4% | -9.9% | -7.0% |
| 6M | -10.2% | +10.8% | -21.0% | -13.7% |
| YTD | -10.2% | +25.1% | -35.3% | -17.9% |
| 1Y | -5.6% | +28.0% | -33.6% | -14.6% |
| 3Y | +61.0% | +37.6% | +23.4% | +36.9% |
| 5Y | +35.2% | +39.7% | -4.5% | +12.5% |
| All | +127.5% | +84.8% | +42.7% | +64.0% |
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