+218.0%
XLE vs CLF
-47.7%
+265.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.1% |
| 7D | +2.2% | +7.6% | -5.4% | +1.1% |
| 30D | +11.8% | -1.2% | +13.0% | +11.8% |
| 3M | +9.8% | -13.4% | +23.2% | +11.3% |
| 6M | +15.6% | +15.4% | +0.2% | +11.2% |
| YTD | +45.3% | -5.9% | +51.1% | +43.3% |
| 1Y | +48.3% | +18.8% | +29.5% | +37.6% |
| 3Y | +55.4% | -19.4% | +74.8% | +47.2% |
| All | +218.0% | -47.7% | +265.7% | +223.2% |
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