+148.7%
XLK vs CLS
+3,833.6%
-3,684.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.6% | -5.2% | -0.4% |
| 7D | +0.2% | +10.9% | -10.7% | -2.6% |
| 30D | -0.6% | +2.1% | -2.7% | -1.6% |
| 3M | +2.6% | -10.2% | +12.7% | +3.8% |
| 6M | +34.0% | +30.4% | +3.6% | +20.7% |
| YTD | +30.7% | +17.2% | +13.4% | +19.6% |
| 1Y | +39.2% | +41.0% | -1.8% | +18.4% |
| 3Y | +120.4% | +1,338.0% | -1,217.5% | -19.1% |
| All | +148.7% | +3,833.6% | -3,684.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling