+20.7%
XLK vs CLF
+12.5%
+8.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +1.3% |
| 7D | -7.6% | -7.9% | +0.3% | -6.6% |
| 30D | -12.2% | +5.2% | -17.4% | -13.1% |
| 3M | -5.5% | +4.3% | -9.8% | -6.6% |
| 6M | +9.2% | +25.3% | -16.1% | +4.9% |
| YTD | +23.0% | -3.3% | +26.4% | +18.0% |
| 1Y | +20.7% | +20.2% | +0.5% | +10.0% |
| All | +20.7% | +12.5% | +8.2% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling