+2.2%
XLI vs CLS
+29.7%
-27.5%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.6% | -5.5% | +0.4% |
| 7D | -1.7% | +10.9% | -12.6% | -2.7% |
| 30D | -7.3% | +2.1% | -9.4% | -7.6% |
| 3M | -1.3% | -10.2% | +8.8% | -0.7% |
| 6M | +2.2% | +30.4% | -28.1% | -8.2% |
| All | +2.2% | +29.7% | -27.5% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling