+422.3%
XLF vs CLS
+2,213.7%
-1,791.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | 0.0% | +4.6% | -4.6% | -1.1% |
| 30D | +0.2% | -13.9% | +14.1% | +2.5% |
| 3M | +11.7% | -26.6% | +38.3% | +16.5% |
| 6M | +13.8% | +15.4% | -1.6% | +5.9% |
| YTD | +7.0% | +5.7% | +1.3% | +0.2% |
| 1Y | +9.1% | +41.1% | -32.0% | -6.3% |
| 3Y | +75.6% | +1,228.6% | -1,153.0% | -18.2% |
| 5Y | +66.4% | +3,240.6% | -3,174.2% | -39.5% |
| 10Y | +250.3% | +2,760.3% | -2,510.1% | +22.6% |
| All | +422.3% | +2,213.7% | -1,791.4% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling