+252.7%
XLI vs CLS
+3,047.2%
-2,794.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -0.6% | +20.1% | -20.7% | -4.0% |
| 30D | -6.9% | +6.0% | -13.0% | -8.3% |
| 3M | -1.9% | -10.3% | +8.4% | -1.4% |
| 6M | +1.0% | +24.5% | -23.5% | -6.2% |
| YTD | +11.3% | +12.9% | -1.5% | +4.2% |
| 1Y | +15.8% | +36.7% | -20.9% | +2.2% |
| 3Y | +69.8% | +1,328.1% | -1,258.3% | -23.2% |
| 5Y | +80.9% | +3,682.3% | -3,601.4% | -40.2% |
| All | +252.7% | +3,047.2% | -2,794.5% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling