+72.7%
XLC vs CLF
-18.8%
+91.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | -0.8% | +7.6% | -8.4% | -1.4% |
| 30D | +1.0% | -1.2% | +2.2% | +1.1% |
| 3M | -0.7% | -13.4% | +12.7% | +0.3% |
| 6M | -5.1% | +15.4% | -20.6% | -7.1% |
| YTD | -4.3% | -5.9% | +1.6% | -5.0% |
| 1Y | -0.6% | +18.8% | -19.4% | -4.8% |
| All | +72.7% | -18.8% | +91.6% | +63.5% |
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