+12.5%
XLF vs CL
+29.8%
-17.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | +2.7% | +3.2% | -0.6% | +2.2% |
| 30D | +7.6% | +8.0% | -0.4% | +6.6% |
| 3M | +1.1% | +7.9% | -6.8% | +0.1% |
| 6M | +15.9% | +14.7% | +1.2% | +14.3% |
| YTD | +8.4% | +29.2% | -20.7% | +6.1% |
| 1Y | +12.5% | +29.5% | -17.0% | +10.1% |
| All | +12.5% | +29.8% | -17.3% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling