+1,090.8%
XLI vs CLF
+299.7%
+791.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.0% |
| 7D | +0.9% | +2.3% | -1.4% | +0.4% |
| 30D | +1.1% | +1.9% | -0.9% | +0.2% |
| 3M | -7.7% | +5.9% | -13.6% | -9.3% |
| 6M | -1.8% | +16.9% | -18.7% | -5.9% |
| YTD | +11.1% | -1.1% | +12.2% | +8.0% |
| 1Y | +12.1% | +28.8% | -16.7% | +4.3% |
| 3Y | +73.8% | -20.6% | +94.4% | +64.8% |
| 5Y | +73.8% | -41.5% | +115.3% | +67.0% |
| 10Y | +231.7% | +87.5% | +144.2% | +132.0% |
| All | +1,090.8% | +299.7% | +791.1% | +378.3% |
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