+34.1%
XLP vs CLF
-47.7%
+81.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -1.0% | +7.6% | -8.6% | -1.3% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | +3.8% | -13.4% | +17.2% | +4.2% |
| 6M | -1.7% | +15.4% | -17.2% | -2.7% |
| YTD | +10.3% | -5.9% | +16.1% | +9.9% |
| 1Y | +7.8% | +18.8% | -11.0% | +5.8% |
| 3Y | +27.2% | -19.4% | +46.6% | +25.7% |
| All | +34.1% | -47.7% | +81.8% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling