+174.3%
XLE vs CLF
+128.0%
+46.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +2.2% | +7.6% | -5.4% | +0.6% |
| 30D | +11.8% | -1.2% | +13.0% | +11.8% |
| 3M | +9.8% | -13.4% | +23.2% | +11.7% |
| 6M | +15.6% | +15.4% | +0.2% | +8.9% |
| YTD | +45.3% | -5.9% | +51.1% | +41.6% |
| 1Y | +48.3% | +18.8% | +29.5% | +33.5% |
| 3Y | +55.4% | -19.4% | +74.8% | +43.0% |
| 5Y | +216.1% | -47.7% | +263.8% | +205.5% |
| All | +174.3% | +128.0% | +46.3% | +52.9% |
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