+142.5%
XLC vs CLF
+56.4%
+86.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -0.8% | +7.6% | -8.4% | -1.9% |
| 30D | +1.0% | -1.2% | +2.2% | +1.1% |
| 3M | -0.7% | -13.4% | +12.7% | +0.5% |
| 6M | -5.1% | +15.4% | -20.6% | -8.5% |
| YTD | -4.3% | -5.9% | +1.6% | -5.7% |
| 1Y | -0.6% | +18.8% | -19.4% | -6.8% |
| 3Y | +72.7% | -19.4% | +92.1% | +64.0% |
| 5Y | +38.0% | -47.7% | +85.7% | +35.3% |
| All | +142.5% | +56.4% | +86.1% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling