+49.9%
XLE vs CLF
+12.5%
+37.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.2% | +4.5% | -4.7% |
| 7D | -7.2% | -7.9% | +0.7% | -7.1% |
| 30D | +0.1% | +5.2% | -5.1% | +0.3% |
| 3M | +9.2% | +4.3% | +4.9% | +9.4% |
| 6M | +8.4% | +25.3% | -16.9% | +8.6% |
| YTD | +44.9% | -3.3% | +48.2% | +47.1% |
| 1Y | +49.9% | +20.2% | +29.6% | +54.6% |
| All | +49.9% | +12.5% | +37.3% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling