+1,360.8%
XLK vs CLF
+297.5%
+1,063.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +7.0% | +16.0% | -9.0% | +4.7% |
| 30D | -11.5% | +1.6% | -13.1% | -12.0% |
| 3M | -7.9% | +6.7% | -14.6% | -9.3% |
| 6M | -0.6% | +21.1% | -21.7% | -4.7% |
| YTD | +21.1% | -1.6% | +22.7% | +18.5% |
| 1Y | +18.8% | +18.5% | +0.4% | +13.0% |
| 3Y | +97.3% | -21.0% | +118.3% | +89.4% |
| 5Y | +115.5% | -41.4% | +156.9% | +109.9% |
| 10Y | +723.7% | +86.5% | +637.2% | +501.9% |
| All | +1,360.8% | +297.5% | +1,063.3% | +467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling