+246.5%
XLF vs CLS
+2,968.1%
-2,721.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -2.9% | +5.0% | -7.8% | -3.7% |
| 30D | -1.6% | +4.8% | -6.4% | -2.8% |
| 3M | +9.3% | -10.4% | +19.7% | +9.6% |
| 6M | +14.6% | +20.8% | -6.2% | +6.6% |
| YTD | +4.7% | +10.0% | -5.3% | -2.0% |
| 1Y | +8.6% | +28.5% | -19.9% | -3.6% |
| 3Y | +73.9% | +1,292.2% | -1,218.4% | -24.6% |
| 5Y | +65.0% | +3,616.8% | -3,551.8% | -49.3% |
| All | +246.5% | +2,968.1% | -2,721.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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