+73.0%
XLF vs CLS
+1,271.7%
-1,198.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -2.9% | +5.0% | -7.8% | -3.2% |
| 30D | -1.6% | +4.8% | -6.4% | -2.0% |
| 3M | +9.3% | -10.4% | +19.7% | +9.4% |
| 6M | +14.6% | +20.8% | -6.2% | +11.6% |
| YTD | +4.7% | +10.0% | -5.3% | +2.2% |
| 1Y | +8.6% | +28.5% | -19.9% | +3.8% |
| All | +73.0% | +1,271.7% | -1,198.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling