+117.5%
XLK vs CLS
+1,271.7%
-1,154.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | -0.4% | +5.0% | -5.4% | -1.6% |
| 30D | -0.5% | +4.8% | -5.2% | -2.0% |
| 3M | +5.0% | -10.4% | +15.4% | +6.3% |
| 6M | +32.9% | +20.8% | +12.0% | +23.4% |
| YTD | +29.0% | +10.0% | +18.9% | +21.2% |
| 1Y | +37.8% | +28.5% | +9.3% | +22.4% |
| All | +117.5% | +1,271.7% | -1,154.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling