+39.6%
XLC vs CLF
-41.3%
+80.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.1% | +16.0% | -12.9% | +1.3% |
| 30D | -4.2% | +1.6% | -5.8% | -4.9% |
| 3M | -2.1% | +6.7% | -8.8% | -3.8% |
| 6M | -6.6% | +21.1% | -27.7% | -10.5% |
| YTD | -7.8% | -1.6% | -6.2% | -10.1% |
| 1Y | -4.1% | +18.5% | -22.6% | -9.3% |
| 3Y | +62.6% | -21.0% | +83.6% | +55.4% |
| 5Y | +39.6% | -41.4% | +81.0% | +33.8% |
| All | +39.6% | -41.3% | +80.9% | +33.8% |
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