+142.5%
XLC vs CL
+68.9%
+73.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -0.8% | -2.2% | +1.3% | -0.1% |
| 30D | +1.0% | -4.8% | +5.9% | +2.8% |
| 3M | -0.7% | +4.9% | -5.6% | -2.6% |
| 6M | -5.1% | -5.7% | +0.6% | -3.5% |
| YTD | -4.3% | +14.4% | -18.7% | -9.6% |
| 1Y | -0.6% | +8.7% | -9.3% | -4.5% |
| 3Y | +72.7% | +30.0% | +42.7% | +49.3% |
| 5Y | +38.0% | +28.4% | +9.6% | +18.3% |
| All | +142.5% | +68.9% | +73.5% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling