+42.7%
XLP vs CLF
-49.8%
+92.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.5% | -0.4% |
| 7D | +3.5% | -21.0% | +24.4% | +4.2% |
| 30D | +11.6% | -8.0% | +19.6% | +11.6% |
| 3M | +7.6% | -10.9% | +18.6% | +7.7% |
| 6M | +10.0% | +5.8% | +4.2% | +9.1% |
| YTD | +19.7% | -15.1% | +34.9% | +19.5% |
| 1Y | +23.5% | +7.2% | +16.2% | +21.8% |
| 3Y | +44.0% | -34.2% | +78.1% | +43.8% |
| 5Y | +42.7% | -49.6% | +92.3% | +43.8% |
| All | +42.7% | -49.8% | +92.5% | +43.8% |
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