+141.4%
XLC vs CLF
+53.8%
+87.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +0.6% | +6.5% | -5.9% | -0.3% |
| 30D | +0.2% | +0.2% | 0.0% | +0.1% |
| 3M | +0.6% | -3.1% | +3.7% | +0.3% |
| 6M | -4.5% | +25.0% | -29.5% | -8.9% |
| YTD | -4.7% | -7.5% | +2.7% | -5.9% |
| 1Y | -1.7% | +11.5% | -13.2% | -6.9% |
| 3Y | +72.3% | -13.7% | +86.0% | +61.7% |
| 5Y | +37.8% | -47.0% | +84.7% | +34.8% |
| All | +141.4% | +53.8% | +87.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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