+20.7%
XLK vs CLS
-28.7%
+49.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.0% | +2.0% |
| 7D | -7.6% | -21.1% | +13.6% | -2.7% |
| 30D | -12.2% | -38.2% | +26.1% | -2.7% |
| 3M | -5.5% | -36.3% | +30.8% | +3.2% |
| 6M | +9.2% | -43.8% | +53.0% | +20.9% |
| YTD | +23.0% | -20.0% | +43.1% | +24.8% |
| 1Y | +20.7% | -29.6% | +50.3% | +24.4% |
| All | +20.7% | -28.7% | +49.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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