+23.5%
XLP vs CL
+31.7%
-8.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.5% | +5.9% | -2.5% | +0.5% |
| 30D | +11.6% | +13.8% | -2.2% | +4.6% |
| 3M | +7.6% | +6.4% | +1.2% | +4.2% |
| 6M | +10.0% | +15.6% | -5.6% | +2.5% |
| YTD | +19.7% | +27.9% | -8.2% | +7.6% |
| 1Y | +23.5% | +31.4% | -7.9% | +9.5% |
| All | +23.5% | +31.7% | -8.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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