+39.6%
XLC vs CL
+41.5%
-1.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -4.2% | +9.5% | -13.7% | -5.8% |
| 3M | -2.1% | +6.6% | -8.8% | -3.3% |
| 6M | -6.6% | +13.2% | -19.9% | -8.8% |
| YTD | -7.8% | +26.9% | -34.7% | -12.1% |
| 1Y | -4.1% | +27.6% | -31.7% | -8.8% |
| 3Y | +62.6% | +39.1% | +23.5% | +47.0% |
| 5Y | +39.6% | +41.3% | -1.7% | +23.0% |
| All | +39.6% | +41.5% | -1.9% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling