+158.1%
XLE vs CLF
-42.3%
+200.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.2% |
| 7D | -6.7% | -9.1% | +2.3% | -5.6% |
| 30D | -4.4% | -0.9% | -3.5% | -4.7% |
| 3M | +4.0% | +3.0% | +1.0% | +2.8% |
| 6M | +13.2% | +16.7% | -3.5% | +8.7% |
| YTD | +41.9% | -3.2% | +45.1% | +38.7% |
| 1Y | +41.6% | +24.6% | +17.0% | +32.2% |
| 3Y | +64.0% | -22.3% | +86.3% | +56.6% |
| 5Y | +158.1% | -41.2% | +199.3% | +151.9% |
| All | +158.1% | -42.3% | +200.4% | +151.9% |
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 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