+422.3%
XLF vs CLF
+280.2%
+142.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | 0.0% | +7.6% | -7.6% | -1.4% |
| 30D | +0.2% | -1.2% | +1.4% | +0.2% |
| 3M | +11.7% | -13.4% | +25.1% | +13.4% |
| 6M | +13.8% | +15.4% | -1.6% | +8.6% |
| YTD | +7.0% | -5.9% | +12.9% | +5.0% |
| 1Y | +9.1% | +18.8% | -9.7% | +0.6% |
| 3Y | +75.6% | -19.4% | +95.0% | +64.3% |
| 5Y | +66.4% | -47.7% | +114.2% | +61.6% |
| 10Y | +250.3% | +130.4% | +119.9% | +117.7% |
| All | +422.3% | +280.2% | +142.1% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling