+1,076.3%
XLI vs CLF
+272.9%
+803.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +2.7% |
| 7D | -0.5% | -14.1% | +13.6% | +1.8% |
| 30D | -0.2% | -5.5% | +5.3% | +0.2% |
| 3M | -8.6% | 0.0% | -8.6% | -9.4% |
| 6M | -2.0% | +11.3% | -13.2% | -5.3% |
| YTD | +9.7% | -7.7% | +17.4% | +7.9% |
| 1Y | +11.4% | +17.5% | -6.1% | +5.2% |
| 3Y | +74.2% | -25.4% | +99.6% | +66.8% |
| 5Y | +70.0% | -46.0% | +115.9% | +65.5% |
| 10Y | +235.2% | +80.1% | +155.2% | +136.1% |
| All | +1,076.3% | +272.9% | +803.4% | +377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling