+508.9%
XLP vs CL
+639.6%
-130.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -1.0% | -2.2% | +1.2% | 0.0% |
| 30D | -0.9% | -4.8% | +4.0% | +1.3% |
| 3M | +3.8% | +4.9% | -1.1% | +1.5% |
| 6M | -1.7% | -5.7% | +4.0% | +0.6% |
| YTD | +10.3% | +14.4% | -4.1% | +3.5% |
| 1Y | +7.8% | +8.7% | -1.0% | +3.3% |
| 3Y | +27.2% | +30.0% | -2.8% | +11.9% |
| 5Y | +32.5% | +28.4% | +4.2% | +16.9% |
| 10Y | +101.8% | +50.1% | +51.7% | +64.8% |
| All | +508.9% | +639.6% | -130.6% | +172.0% |
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