+429.4%
XLF vs CLS
+1,680.3%
-1,250.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.9% |
| 7D | +2.7% | +16.3% | -13.6% | -0.6% |
| 30D | +7.6% | -25.7% | +33.3% | +12.9% |
| 3M | +1.1% | -30.9% | +31.9% | +6.6% |
| 6M | +15.9% | -35.5% | +51.4% | +21.0% |
| YTD | +8.4% | -18.7% | +27.1% | +5.2% |
| 1Y | +12.5% | -17.9% | +30.4% | +7.8% |
| 3Y | +81.6% | +838.1% | -756.5% | -10.2% |
| 5Y | +59.3% | +1,971.9% | -1,912.6% | -36.6% |
| 10Y | +225.4% | +1,907.9% | -1,682.4% | +20.6% |
| All | +429.4% | +1,680.3% | -1,250.9% | +38.5% |
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 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