+44.4%
XLE vs CLF
+27.1%
+17.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | -0.2% | +2.3% | -2.6% | -0.3% |
| 30D | -4.0% | +1.9% | -5.9% | -3.9% |
| 3M | +4.6% | +5.9% | -1.3% | +4.7% |
| 6M | +12.3% | +16.9% | -4.6% | +12.4% |
| YTD | +44.5% | -1.1% | +45.6% | +46.5% |
| All | +44.4% | +27.1% | +17.4% | +45.8% |
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 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