+217.7%
XLF vs CL
+88.0%
+129.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | +2.7% | +3.2% | -0.6% | +1.4% |
| 30D | +7.6% | +8.0% | -0.4% | +4.4% |
| 3M | +1.1% | +7.9% | -6.8% | -2.0% |
| 6M | +15.9% | +14.7% | +1.2% | +9.4% |
| YTD | +8.4% | +29.2% | -20.7% | -3.2% |
| 1Y | +12.5% | +29.5% | -17.0% | +0.2% |
| 3Y | +81.6% | +40.7% | +40.9% | +51.8% |
| 5Y | +59.3% | +43.9% | +15.4% | +30.2% |
| All | +217.7% | +88.0% | +129.7% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling