+124.6%
XLP vs CLF
+104.8%
+19.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +0.7% | -19.6% | +20.3% | +1.8% |
| 30D | +10.3% | -5.0% | +15.2% | +10.3% |
| 3M | +6.5% | -6.3% | +12.8% | +6.5% |
| 6M | +8.4% | +2.8% | +5.6% | +7.3% |
| YTD | +18.2% | -13.7% | +31.9% | +17.7% |
| 1Y | +22.4% | +13.6% | +8.8% | +19.9% |
| 3Y | +41.9% | -34.0% | +75.9% | +40.5% |
| 5Y | +40.9% | -48.7% | +89.6% | +39.4% |
| All | +124.6% | +104.8% | +19.8% | +92.0% |
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