+101.4%
XLP vs CLF
+128.0%
-26.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -1.0% | +7.6% | -8.6% | -1.4% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | +3.8% | -13.4% | +17.2% | +4.3% |
| 6M | -1.7% | +15.4% | -17.2% | -3.1% |
| YTD | +10.3% | -5.9% | +16.1% | +9.7% |
| 1Y | +7.8% | +18.8% | -11.0% | +5.1% |
| 3Y | +27.2% | -19.4% | +46.6% | +24.6% |
| 5Y | +32.5% | -47.7% | +80.2% | +31.3% |
| All | +101.4% | +128.0% | -26.6% | +66.0% |
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