+43.7%
XLP vs CLF
-34.5%
+78.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.5% | -0.7% |
| 7D | +3.5% | -21.0% | +24.4% | +3.5% |
| 30D | +11.6% | -8.0% | +19.6% | +11.5% |
| 3M | +7.6% | -10.9% | +18.6% | +7.6% |
| 6M | +10.0% | +5.8% | +4.2% | +9.6% |
| YTD | +19.7% | -15.1% | +34.9% | +19.6% |
| 1Y | +23.5% | +7.2% | +16.2% | +22.9% |
| All | +43.7% | -34.5% | +78.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling