+42.6%
XLP vs CLF
-42.3%
+84.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | 0.0% |
| 7D | +2.3% | -9.1% | +11.4% | +2.6% |
| 30D | +9.1% | -0.9% | +10.0% | +9.0% |
| 3M | +7.9% | +3.0% | +4.9% | +7.5% |
| 6M | +9.6% | +16.7% | -7.1% | +8.4% |
| YTD | +19.4% | -3.2% | +22.6% | +18.7% |
| 1Y | +22.4% | +24.6% | -2.2% | +20.1% |
| 3Y | +43.2% | -22.3% | +65.5% | +42.0% |
| 5Y | +42.6% | -41.2% | +83.8% | +43.4% |
| All | +42.6% | -42.3% | +84.9% | +43.4% |
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 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