+61.0%
XLC vs CLF
-33.4%
+94.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +4.9% | -19.6% | +24.5% | +6.3% |
| 30D | -5.8% | -5.0% | -0.8% | -5.8% |
| 3M | -5.4% | -6.3% | +0.9% | -5.5% |
| 6M | -10.2% | +2.8% | -13.0% | -11.4% |
| YTD | -10.2% | -13.7% | +3.5% | -10.7% |
| 1Y | -5.6% | +13.6% | -19.2% | -8.9% |
| 3Y | +61.0% | -34.0% | +95.0% | +56.4% |
| All | +61.0% | -33.4% | +94.4% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling