+121.8%
XLK vs CLF
-14.9%
+136.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +2.3% | +6.5% | -4.2% | +1.2% |
| 30D | -0.1% | +0.2% | -0.3% | -0.2% |
| 3M | +2.1% | -3.1% | +5.2% | +2.1% |
| 6M | +37.2% | +25.0% | +12.1% | +31.1% |
| YTD | +30.8% | -7.5% | +38.3% | +29.6% |
| 1Y | +42.6% | +11.5% | +31.1% | +35.1% |
| 3Y | +121.8% | -13.7% | +135.5% | +103.8% |
| All | +121.8% | -14.9% | +136.7% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling