+252.4%
XLI vs CL
+51.8%
+200.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.0% | -1.4% | +2.3% | +1.5% |
| 30D | -5.8% | -5.2% | -0.6% | -4.0% |
| 3M | +0.7% | +3.3% | -2.6% | -1.0% |
| 6M | +3.2% | -4.4% | +7.5% | +4.2% |
| YTD | +13.0% | +13.9% | -0.9% | +6.3% |
| 1Y | +16.8% | +7.6% | +9.2% | +12.1% |
| 3Y | +72.4% | +29.6% | +42.8% | +48.4% |
| 5Y | +82.8% | +28.1% | +54.7% | +56.6% |
| 10Y | +252.4% | +53.4% | +199.1% | +178.7% |
| All | +252.4% | +51.8% | +200.6% | +178.7% |
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