+423.1%
XLF vs CLF
+272.9%
+150.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.0% | -5.5% | +0.2% |
| 7D | +0.7% | -14.1% | +14.8% | +3.3% |
| 30D | +6.0% | -5.5% | +11.5% | +6.2% |
| 3M | +1.0% | 0.0% | +1.0% | -0.3% |
| 6M | +14.0% | +11.3% | +2.7% | +8.9% |
| YTD | +7.2% | -7.7% | +14.9% | +4.4% |
| 1Y | +11.6% | +17.5% | -5.9% | +3.7% |
| 3Y | +81.2% | -25.4% | +106.6% | +70.6% |
| 5Y | +57.9% | -46.0% | +103.9% | +51.4% |
| 10Y | +234.4% | +80.1% | +154.4% | +117.5% |
| All | +423.1% | +272.9% | +150.2% | +95.6% |
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