+1,477.5%
XLK vs CLS
+2,344.2%
-866.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -1.3% |
| 7D | +2.3% | +12.8% | -10.5% | -1.4% |
| 30D | -0.1% | +3.8% | -3.9% | -1.6% |
| 3M | +2.1% | -14.6% | +16.8% | +4.9% |
| 6M | +37.2% | +32.2% | +4.9% | +22.2% |
| YTD | +30.8% | +11.6% | +19.2% | +20.8% |
| 1Y | +42.6% | +35.1% | +7.6% | +22.1% |
| 3Y | +121.8% | +1,312.5% | -1,190.7% | -12.2% |
| 5Y | +145.7% | +3,542.1% | -3,396.4% | -28.1% |
| 10Y | +782.1% | +2,944.0% | -2,161.9% | +145.2% |
| All | +1,477.5% | +2,344.2% | -866.7% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling