+1,033.0%
XLI vs CL
+709.1%
+323.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.9% |
| 7D | -2.8% | +1.3% | -4.2% | -3.4% |
| 30D | -3.1% | +11.4% | -14.4% | -7.2% |
| 3M | -11.7% | +4.4% | -16.1% | -13.5% |
| 6M | -7.6% | +10.8% | -18.3% | -11.9% |
| YTD | +5.7% | +25.1% | -19.4% | -4.3% |
| 1Y | +7.8% | +28.0% | -20.1% | -3.4% |
| 3Y | +67.4% | +37.6% | +29.8% | +43.0% |
| 5Y | +64.8% | +39.7% | +25.1% | +38.8% |
| 10Y | +241.2% | +75.8% | +165.4% | +157.6% |
| All | +1,033.0% | +709.1% | +323.9% | +427.7% |
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 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