+133.1%
XLC vs CL
+87.5%
+45.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +2.0% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -2.7% | +11.6% | -14.3% | -6.5% |
| 3M | -3.2% | +5.6% | -8.8% | -5.2% |
| 6M | -7.7% | +13.2% | -20.8% | -11.9% |
| YTD | -8.0% | +26.9% | -34.9% | -16.3% |
| 1Y | -3.1% | +27.3% | -30.4% | -12.0% |
| 3Y | +64.9% | +39.7% | +25.2% | +39.5% |
| 5Y | +39.5% | +41.3% | -1.8% | +15.7% |
| All | +133.1% | +87.5% | +45.7% | +67.2% |
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