+217.7%
XLF vs CLF
+74.2%
+143.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +2.7% | +10.4% | -7.7% | +0.9% |
| 30D | +7.6% | +0.6% | +7.1% | +6.7% |
| 3M | +1.1% | +4.1% | -3.0% | -0.9% |
| 6M | +15.9% | +15.1% | +0.8% | +10.4% |
| YTD | +8.4% | -4.7% | +13.2% | +5.3% |
| 1Y | +12.5% | +20.4% | -7.9% | +4.4% |
| 3Y | +81.6% | -23.4% | +104.9% | +71.1% |
| 5Y | +59.3% | -43.3% | +102.5% | +52.2% |
| All | +217.7% | +74.2% | +143.5% | +102.4% |
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