+8.6%
XLF vs CLF
+9.3%
-0.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.0% | -2.7% | +1.6% | -0.9% |
| 30D | -1.3% | -3.2% | +1.9% | -1.2% |
| 3M | +9.1% | -5.0% | +14.1% | +9.3% |
| 6M | +14.4% | +26.6% | -12.2% | +11.8% |
| YTD | +5.1% | -9.0% | +14.0% | +4.3% |
| 1Y | +8.6% | +11.8% | -3.2% | +6.5% |
| All | +8.6% | +9.3% | -0.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling