+82.8%
XLI vs CLF
-48.3%
+131.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.0% | +6.5% | -5.5% | 0.0% |
| 30D | -5.8% | +0.2% | -6.1% | -6.0% |
| 3M | +0.7% | -3.1% | +3.8% | +0.5% |
| 6M | +3.2% | +25.0% | -21.8% | -1.3% |
| YTD | +13.0% | -7.5% | +20.5% | +12.0% |
| 1Y | +16.8% | +11.5% | +5.3% | +10.8% |
| 3Y | +72.4% | -13.7% | +86.1% | +62.5% |
| 5Y | +82.8% | -47.0% | +129.7% | +80.0% |
| All | +82.8% | -48.3% | +131.0% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CLF 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling