+163.9%
XLE vs CLF
+92.7%
+71.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -0.9% |
| 7D | -7.9% | -14.1% | +6.2% | -5.1% |
| 30D | -4.8% | -5.5% | +0.7% | -4.3% |
| 3M | +8.4% | 0.0% | +8.4% | +7.0% |
| 6M | +12.7% | +11.3% | +1.4% | +6.8% |
| YTD | +41.3% | -7.7% | +49.0% | +36.9% |
| 1Y | +42.3% | +17.5% | +24.8% | +29.8% |
| 3Y | +65.1% | -25.4% | +90.5% | +53.8% |
| 5Y | +150.2% | -46.0% | +196.2% | +138.4% |
| 10Y | +163.9% | +80.1% | +83.9% | +51.9% |
| All | +163.9% | +92.7% | +71.3% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling