+64.4%
XLF vs CLS
+3,586.2%
-3,521.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -1.0% | +20.1% | -21.1% | -2.9% |
| 30D | -1.3% | +6.0% | -7.3% | -2.1% |
| 3M | +9.1% | -10.3% | +19.4% | +9.4% |
| 6M | +14.4% | +24.5% | -10.1% | +9.1% |
| YTD | +5.1% | +12.9% | -7.8% | +0.7% |
| 1Y | +8.6% | +36.7% | -28.0% | +0.1% |
| 3Y | +74.4% | +1,328.1% | -1,253.6% | -5.0% |
| 5Y | +64.4% | +3,682.3% | -3,618.0% | -32.7% |
| All | +64.4% | +3,586.2% | -3,521.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling