+246.5%
XLF vs CLF
+128.8%
+117.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | -1.6% | -4.7% | +3.1% | -1.0% |
| 3M | +9.3% | -4.7% | +13.9% | +9.1% |
| 6M | +14.6% | +24.0% | -9.4% | +8.3% |
| YTD | +4.7% | -10.9% | +15.7% | +4.0% |
| 1Y | +8.6% | +4.0% | +4.6% | +3.0% |
| 3Y | +73.9% | -16.9% | +90.8% | +62.1% |
| 5Y | +65.0% | -49.3% | +114.3% | +61.9% |
| All | +246.5% | +128.8% | +117.7% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling