+40.3%
XLC vs CLF
-48.8%
+89.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.7% |
| 7D | +0.5% | -3.5% | +4.0% | +0.9% |
| 30D | +2.1% | -1.6% | +3.7% | +2.2% |
| 3M | +0.7% | -12.0% | +12.7% | +1.8% |
| 6M | -3.2% | +30.0% | -33.2% | -7.8% |
| YTD | -3.8% | -9.2% | +5.4% | -4.6% |
| 1Y | -2.0% | +2.3% | -4.3% | -5.9% |
| 3Y | +71.4% | -14.4% | +85.8% | +60.8% |
| All | +40.3% | -48.8% | +89.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling