+12.3%
XLI vs CLS
-28.7%
+41.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +8.0% | -0.3% |
| 7D | +0.6% | -21.1% | +21.7% | +2.6% |
| 30D | -0.4% | -38.2% | +37.8% | +3.7% |
| 3M | -8.8% | -36.3% | +27.5% | -5.7% |
| 6M | -0.4% | -43.8% | +43.4% | +3.6% |
| YTD | +10.1% | -20.0% | +30.1% | +9.2% |
| 1Y | +12.3% | -29.6% | +41.9% | +12.0% |
| All | +12.3% | -28.7% | +41.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling