+139.5%
XLP vs CLF
+74.2%
+65.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.6% |
| 7D | +2.5% | +10.4% | -7.9% | +2.0% |
| 30D | +7.3% | +0.6% | +6.8% | +7.0% |
| 3M | +8.1% | +4.1% | +4.0% | +7.4% |
| 6M | +10.5% | +15.1% | -4.6% | +8.8% |
| YTD | +21.2% | -4.7% | +25.9% | +20.1% |
| 1Y | +22.7% | +20.4% | +2.4% | +19.8% |
| 3Y | +44.8% | -23.4% | +68.2% | +42.1% |
| 5Y | +44.7% | -43.3% | +88.0% | +42.4% |
| All | +139.5% | +74.2% | +65.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling