+152.2%
XLE vs CLF
-49.8%
+202.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.2% | +9.3% | -1.3% |
| 7D | -10.3% | -21.0% | +10.7% | -7.5% |
| 30D | -3.3% | -8.0% | +4.7% | -2.6% |
| 3M | +8.2% | -10.9% | +19.1% | +9.1% |
| 6M | +5.0% | +5.8% | -0.8% | +2.1% |
| YTD | +40.6% | -15.1% | +55.7% | +39.9% |
| 1Y | +45.0% | +7.2% | +37.8% | +38.3% |
| 3Y | +56.3% | -34.2% | +90.5% | +53.2% |
| 5Y | +152.2% | -49.6% | +201.8% | +151.2% |
| All | +152.2% | -49.8% | +202.0% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling