+146.6%
XLK vs CLF
-47.6%
+194.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +2.3% | -2.7% | +5.0% | +2.8% |
| 30D | +0.8% | -3.2% | +4.0% | +1.3% |
| 3M | +4.1% | -5.0% | +9.0% | +4.2% |
| 6M | +34.8% | +26.6% | +8.2% | +27.5% |
| YTD | +30.8% | -9.0% | +39.8% | +29.8% |
| 1Y | +42.4% | +11.8% | +30.5% | +33.7% |
| 3Y | +121.8% | -15.1% | +136.9% | +106.5% |
| 5Y | +146.6% | -48.2% | +194.8% | +145.5% |
| All | +146.6% | -47.6% | +194.2% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling