+566.3%
XLP vs CL
+727.5%
-161.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +1.9% |
| 7D | +5.9% | +7.7% | -1.8% | +2.4% |
| 30D | +13.5% | +15.2% | -1.8% | +6.5% |
| 3M | +8.4% | +7.3% | +1.1% | +5.0% |
| 6M | +11.5% | +17.0% | -5.5% | +3.8% |
| YTD | +20.6% | +28.0% | -7.3% | +7.7% |
| 1Y | +24.3% | +32.1% | -7.8% | +9.3% |
| 3Y | +45.1% | +41.5% | +3.6% | +22.9% |
| 5Y | +44.6% | +43.9% | +0.7% | +21.2% |
| 10Y | +133.1% | +79.8% | +53.3% | +76.2% |
| All | +566.3% | +727.5% | -161.2% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling