+988.5%
XLE vs CLF
+242.8%
+745.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.2% | +9.3% | -0.3% |
| 7D | -10.3% | -21.0% | +10.7% | -5.7% |
| 30D | -3.3% | -8.0% | +4.7% | -2.3% |
| 3M | +8.2% | -10.9% | +19.1% | +9.5% |
| 6M | +5.0% | +5.8% | -0.8% | +0.4% |
| YTD | +40.6% | -15.1% | +55.7% | +38.4% |
| 1Y | +45.0% | +7.2% | +37.8% | +34.9% |
| 3Y | +56.3% | -34.2% | +90.5% | +49.3% |
| 5Y | +152.2% | -49.6% | +201.8% | +142.9% |
| 10Y | +173.0% | +109.9% | +63.1% | +60.6% |
| All | +988.5% | +242.8% | +745.7% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling