+58.1%
XLE vs CLF
-33.4%
+91.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -12.0% | -19.6% | +7.6% | -10.2% |
| 30D | -2.7% | -5.0% | +2.2% | -2.5% |
| 3M | +6.6% | -6.3% | +12.9% | +6.8% |
| 6M | +9.5% | +2.8% | +6.8% | +7.9% |
| YTD | +40.6% | -13.7% | +54.3% | +40.3% |
| 1Y | +43.6% | +13.6% | +30.0% | +38.0% |
| 3Y | +58.1% | -34.0% | +92.1% | +51.7% |
| All | +58.1% | -33.4% | +91.5% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling