+423.1%
XLF vs CL
+720.6%
-297.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +0.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +6.0% | +11.6% | -5.6% | +0.5% |
| 3M | +1.0% | +5.6% | -4.6% | -1.7% |
| 6M | +14.0% | +13.2% | +0.8% | +6.9% |
| YTD | +7.2% | +26.9% | -19.7% | -5.6% |
| 1Y | +11.6% | +27.3% | -15.7% | -2.0% |
| 3Y | +81.2% | +39.7% | +41.5% | +48.8% |
| 5Y | +57.9% | +41.3% | +16.6% | +27.5% |
| 10Y | +234.4% | +76.3% | +158.2% | +135.4% |
| All | +423.1% | +720.6% | -297.5% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling