+83.7%
XLI vs CLF
-47.4%
+131.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -1.1% | +7.6% | -8.6% | -2.1% |
| 30D | -5.9% | -1.2% | -4.8% | -5.9% |
| 3M | -0.3% | -13.4% | +13.1% | +1.1% |
| 6M | +0.1% | +15.4% | -15.3% | -3.2% |
| YTD | +13.6% | -5.9% | +19.5% | +12.3% |
| 1Y | +17.2% | +18.8% | -1.6% | +10.0% |
| 3Y | +68.2% | -19.4% | +87.6% | +60.8% |
| All | +83.7% | -47.4% | +131.0% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling