+226.1%
XLI vs CL
+88.0%
+138.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +3.8% | +3.2% | +0.5% | +2.6% |
| 30D | +1.0% | +8.0% | -7.0% | -1.9% |
| 3M | -8.9% | +7.9% | -16.8% | -11.6% |
| 6M | -2.3% | +14.7% | -17.0% | -7.8% |
| YTD | +9.7% | +29.2% | -19.5% | -1.7% |
| 1Y | +12.3% | +29.5% | -17.2% | +0.4% |
| 3Y | +71.5% | +40.7% | +30.8% | +43.6% |
| 5Y | +70.2% | +43.9% | +26.3% | +39.5% |
| All | +226.1% | +88.0% | +138.1% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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