+71.5%
XLI vs CL
+40.9%
+30.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | +3.8% | +3.2% | +0.5% | +3.5% |
| 30D | +1.0% | +8.0% | -7.0% | +0.5% |
| 3M | -8.9% | +7.9% | -16.8% | -9.4% |
| 6M | -2.3% | +14.7% | -17.0% | -3.5% |
| YTD | +9.7% | +29.2% | -19.5% | +7.1% |
| 1Y | +12.3% | +29.5% | -17.2% | +9.6% |
| 3Y | +71.5% | +40.7% | +30.8% | +63.3% |
| All | +71.5% | +40.9% | +30.5% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling