-4.1%
XLC vs CLF
+14.6%
-18.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | +2.4% |
| 7D | +7.1% | -14.1% | +21.2% | +7.0% |
| 30D | -2.7% | -5.5% | +2.8% | -2.8% |
| 3M | -3.2% | 0.0% | -3.2% | -3.4% |
| 6M | -7.7% | +11.3% | -18.9% | -7.7% |
| YTD | -8.0% | -7.7% | -0.3% | -9.1% |
| All | -4.1% | +14.6% | -18.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling