+14.1%
XLI vs CLS
+28.7%
-14.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -2.3% | +5.0% | -7.3% | -2.7% |
| 30D | -8.2% | +4.8% | -12.9% | -8.7% |
| 3M | +0.8% | -10.4% | +11.2% | +1.2% |
| 6M | +0.8% | +20.8% | -20.0% | -1.8% |
| YTD | +10.5% | +10.0% | +0.5% | +7.6% |
| 1Y | +14.1% | +28.5% | -14.4% | +10.8% |
| All | +14.1% | +28.7% | -14.6% | +10.8% |
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