+1,331.5%
XLK vs CLF
+284.8%
+1,046.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.5% |
| 7D | +3.4% | +10.4% | -7.0% | +1.8% |
| 30D | -10.6% | +0.6% | -11.1% | -11.0% |
| 3M | -10.6% | +4.1% | -14.8% | -11.7% |
| 6M | -3.5% | +15.1% | -18.6% | -6.8% |
| YTD | +18.7% | -4.7% | +23.4% | +16.6% |
| 1Y | +19.4% | +20.4% | -0.9% | +13.3% |
| 3Y | +94.5% | -23.4% | +117.8% | +87.5% |
| 5Y | +111.2% | -43.3% | +154.5% | +106.7% |
| 10Y | +707.2% | +80.5% | +626.7% | +492.6% |
| All | +1,331.5% | +284.8% | +1,046.7% | +459.2% |
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