+1,076.3%
XLI vs CL
+720.6%
+355.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -0.2% | +11.6% | -11.8% | -4.5% |
| 3M | -8.6% | +5.6% | -14.2% | -10.7% |
| 6M | -2.0% | +13.2% | -15.1% | -7.3% |
| YTD | +9.7% | +26.9% | -17.2% | -1.2% |
| 1Y | +11.4% | +27.3% | -15.9% | 0.0% |
| 3Y | +74.2% | +39.7% | +34.5% | +48.0% |
| 5Y | +70.0% | +41.3% | +28.7% | +42.6% |
| 10Y | +235.2% | +76.3% | +159.0% | +152.9% |
| All | +1,076.3% | +720.6% | +355.6% | +445.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling